+173.4%
MPC vs FLUT
-41.5%
+215.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +5.4% | -1.6% | +7.1% | +5.6% |
| 30D | +31.0% | +7.7% | +23.2% | +29.4% |
| 3M | +46.0% | -0.7% | +46.7% | +45.5% |
| 6M | +77.3% | -11.2% | +88.5% | +78.8% |
| YTD | +141.9% | -53.4% | +195.4% | +169.0% |
| 1Y | +120.9% | -65.8% | +186.7% | +157.9% |
| All | +173.4% | -41.5% | +215.0% | +200.1% |
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