+163.8%
MPC vs FLUT
-52.0%
+215.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -16.2% | -1.1% | -15.1% | -16.1% |
| 30D | -15.7% | +7.7% | -23.4% | -16.7% |
| 3M | +24.9% | -12.2% | +37.1% | +26.4% |
| 6M | +52.7% | -17.6% | +70.2% | +55.2% |
| YTD | +131.9% | -62.0% | +193.9% | +166.6% |
| 1Y | +96.6% | -62.3% | +158.9% | +125.5% |
| 3Y | +163.8% | -52.0% | +215.7% | +199.1% |
| All | +163.8% | -52.0% | +215.7% | +199.1% |
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