-54.7%
FLUT vs MDLN
-7.5%
-47.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.7% |
| 7D | -3.6% | -11.5% | +7.9% | -0.2% |
| 30D | -0.3% | -7.6% | +7.2% | +1.8% |
| 3M | -12.6% | -11.4% | -1.3% | -8.8% |
| 6M | -8.0% | -24.5% | +16.5% | -3.0% |
| YTD | -54.1% | -22.9% | -31.2% | -50.1% |
| All | -54.7% | -7.5% | -47.2% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 3y: compounded portfolio wealth divided by compounded MDLN 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…
3y analysis · Full analysis span regression · 6 months rolling