-53.7%
FLUT vs MDLN
-0.9%
-52.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +2.1% |
| 7D | +3.8% | -1.2% | +5.0% | +4.1% |
| 30D | +6.3% | -1.5% | +7.8% | +6.6% |
| 3M | -4.0% | +2.6% | -6.7% | -2.6% |
| 6M | -10.3% | -20.9% | +10.6% | -7.3% |
| YTD | -53.2% | -17.4% | -35.8% | -50.0% |
| All | -53.7% | -0.9% | -52.9% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling