+564.6%
MPC vs FLUT
-52.8%
+617.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -8.8% | -1.5% | -7.4% | -8.7% |
| 30D | -14.4% | +3.4% | -17.8% | -14.8% |
| 3M | +21.9% | -12.5% | +34.4% | +23.3% |
| 6M | +60.1% | -18.5% | +78.6% | +62.8% |
| YTD | +142.3% | -61.6% | +203.9% | +169.7% |
| 1Y | +101.7% | -64.1% | +165.8% | +126.0% |
| 3Y | +184.8% | -44.5% | +229.2% | +203.2% |
| 5Y | +564.6% | -51.3% | +615.9% | +584.1% |
| All | +564.6% | -52.8% | +617.4% | +584.1% |
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