+58.1%
MP vs FLUT
-50.4%
+108.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.9% |
| 7D | -2.9% | -1.6% | -1.2% | -2.5% |
| 30D | +13.8% | +7.7% | +6.1% | +11.6% |
| 3M | -16.7% | -0.7% | -16.0% | -17.9% |
| 6M | -11.5% | -11.2% | -0.3% | -10.6% |
| YTD | +7.9% | -53.4% | +61.4% | +29.6% |
| 1Y | -15.0% | -65.8% | +50.7% | +11.1% |
| 3Y | +153.5% | -44.9% | +198.4% | +180.2% |
| All | +58.1% | -50.4% | +108.5% | +64.2% |
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