+1,166.2%
MPC vs FLUT
-26.1%
+1,192.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +2.9% |
| 7D | +9.4% | -1.2% | +10.6% | +9.5% |
| 30D | -13.4% | +5.0% | -18.5% | -13.9% |
| 3M | +18.9% | -16.4% | +35.3% | +20.6% |
| 6M | +64.9% | -14.6% | +79.5% | +66.5% |
| YTD | +156.8% | -61.9% | +218.7% | +180.3% |
| 1Y | +113.2% | -65.0% | +178.2% | +134.5% |
| 3Y | +201.8% | -44.8% | +246.6% | +216.8% |
| 5Y | +601.4% | -49.9% | +651.3% | +624.4% |
| All | +1,166.2% | -26.1% | +1,192.3% | +1,152.4% |
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