+45.8%
MPC vs FLUT
-20.0%
+65.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.4% | -4.1% |
| 7D | -12.8% | +4.8% | -17.5% | -13.3% |
| 30D | -12.7% | +8.8% | -21.5% | -13.6% |
| 3M | +27.1% | -10.7% | +37.8% | +27.3% |
| 6M | +45.8% | -19.7% | +65.5% | +48.1% |
| All | +45.8% | -20.0% | +65.8% | +48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling