+184.8%
MPC vs FLUT
-44.6%
+229.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -8.8% | -1.5% | -7.4% | -8.6% |
| 30D | -14.4% | +3.4% | -17.8% | -14.9% |
| 3M | +21.9% | -12.5% | +34.4% | +23.5% |
| 6M | +60.1% | -18.5% | +78.6% | +63.1% |
| YTD | +142.3% | -61.6% | +203.9% | +178.8% |
| 1Y | +101.7% | -64.1% | +165.8% | +134.3% |
| 3Y | +184.8% | -44.5% | +229.2% | +220.5% |
| All | +184.8% | -44.6% | +229.4% | +220.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling