-26.8%
FLUT vs MDY
+165.3%
-192.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.7% | +2.3% | -3.0% | -1.7% |
| 30D | +9.3% | +2.0% | +7.3% | +8.2% |
| 3M | -17.5% | -5.6% | -11.8% | -15.4% |
| 6M | -14.6% | +1.3% | -15.9% | -15.3% |
| YTD | -62.3% | +12.3% | -74.6% | -64.3% |
| 1Y | -59.6% | +15.8% | -75.4% | -62.3% |
| 3Y | -45.3% | +56.5% | -101.8% | -53.9% |
| 5Y | -50.4% | +35.1% | -85.6% | -57.2% |
| All | -26.8% | +165.3% | -192.2% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling