+601.0%
MPC vs FLUT
-52.1%
+653.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | +11.2% | -0.7% | +11.9% | +11.3% |
| 30D | -14.5% | +9.3% | -23.7% | -15.5% |
| 3M | +16.7% | -17.5% | +34.2% | +18.8% |
| 6M | +67.6% | -14.6% | +82.2% | +69.5% |
| YTD | +157.9% | -62.3% | +220.2% | +187.7% |
| 1Y | +116.7% | -59.6% | +176.3% | +139.3% |
| 3Y | +199.8% | -45.3% | +245.1% | +219.7% |
| All | +601.0% | -52.1% | +653.1% | +617.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling