-63.2%
FLUT vs MDY
+17.5%
-80.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.7% |
| 7D | +4.2% | +1.7% | +2.5% | +2.9% |
| 30D | +8.0% | +1.2% | +6.8% | +7.1% |
| 3M | -22.1% | -3.5% | -18.6% | -20.5% |
| 6M | -21.7% | +3.5% | -25.2% | -24.8% |
| YTD | -62.0% | +13.6% | -75.6% | -67.8% |
| 1Y | -63.2% | +17.1% | -80.2% | -70.7% |
| All | -63.2% | +17.5% | -80.7% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling