+3,005.7%
MPC vs FLUT
+104.8%
+2,900.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.4% | -4.0% |
| 7D | -12.8% | +4.8% | -17.5% | -13.1% |
| 30D | -12.7% | +8.8% | -21.5% | -13.3% |
| 3M | +27.1% | -10.7% | +37.8% | +27.8% |
| 6M | +45.8% | -19.7% | +65.5% | +47.5% |
| YTD | +134.7% | -61.4% | +196.1% | +150.1% |
| 1Y | +106.0% | -61.6% | +167.7% | +119.4% |
| 3Y | +165.5% | -51.4% | +216.9% | +177.7% |
| 5Y | +540.9% | -51.0% | +591.9% | +558.5% |
| 10Y | +1,133.6% | -25.2% | +1,158.8% | +1,147.6% |
| All | +3,005.7% | +104.8% | +2,900.9% | +3,193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling