+642.2%
MPC vs FLUT
-50.4%
+692.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +29.5% |
| 3M | +46.0% | -0.7% | +46.7% | +45.5% |
| 6M | +77.3% | -11.2% | +88.5% | +78.6% |
| YTD | +141.9% | -53.4% | +195.4% | +164.4% |
| 1Y | +120.9% | -65.8% | +186.7% | +151.0% |
| 3Y | +182.7% | -44.9% | +227.6% | +200.3% |
| All | +642.2% | -50.4% | +692.6% | +697.7% |
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