+104.7%
MPC vs FLUT
-62.9%
+167.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +3.1% |
| 7D | +2.6% | +4.5% | -1.9% | +2.2% |
| 30D | -12.2% | +9.2% | -21.4% | -12.8% |
| 3M | +20.1% | -13.7% | +33.7% | +20.6% |
| 6M | +60.6% | -9.0% | +69.6% | +61.1% |
| YTD | +150.6% | -60.2% | +210.8% | +155.8% |
| 1Y | +104.7% | -63.1% | +167.8% | +109.5% |
| All | +104.7% | -62.9% | +167.5% | +109.5% |
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