+1,120.0%
MPC vs FLUT
-9.7%
+1,129.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +5.4% | -1.6% | +7.1% | +5.6% |
| 30D | +31.0% | +7.7% | +23.2% | +29.8% |
| 3M | +46.0% | -0.7% | +46.7% | +45.6% |
| 6M | +77.3% | -11.2% | +88.5% | +78.4% |
| YTD | +141.9% | -53.4% | +195.4% | +159.4% |
| 1Y | +120.9% | -65.8% | +186.7% | +144.0% |
| 3Y | +182.7% | -44.9% | +227.6% | +195.9% |
| 5Y | +646.4% | -49.7% | +696.1% | +667.9% |
| All | +1,120.0% | -9.7% | +1,129.7% | +1,080.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling