-7.8%
MP vs FLUT
-52.8%
+44.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.4% | -7.5% | -6.4% |
| 7D | -19.0% | +4.8% | -23.7% | -20.0% |
| 30D | -30.5% | +8.8% | -39.3% | -32.1% |
| 3M | -29.6% | -10.7% | -18.9% | -28.2% |
| 6M | -50.4% | -19.7% | -30.7% | -49.0% |
| YTD | -33.2% | -61.4% | +28.2% | -16.4% |
| 1Y | -38.6% | -61.6% | +23.1% | -23.1% |
| 3Y | +105.5% | -51.4% | +156.9% | +132.8% |
| 5Y | -7.8% | -51.0% | +43.2% | -7.3% |
| All | -7.8% | -52.8% | +44.9% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling