+117.2%
MPC vs FLUT
-63.1%
+180.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.3% | -5.8% | -7.9% |
| 7D | -10.9% | +4.2% | -15.1% | -11.2% |
| 30D | -9.4% | +8.0% | -17.4% | -9.9% |
| 3M | +26.0% | -22.1% | +48.0% | +27.3% |
| 6M | +56.5% | -21.7% | +78.2% | +57.9% |
| YTD | +144.3% | -62.0% | +206.2% | +153.3% |
| 1Y | +117.2% | -63.2% | +180.4% | +125.5% |
| All | +117.2% | -63.1% | +180.4% | +125.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling