-11.0%
FLUT vs MDY
+175.0%
-186.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.2% |
| 7D | -3.6% | -2.5% | -1.1% | -2.5% |
| 30D | -0.3% | -5.0% | +4.7% | +1.9% |
| 3M | -12.6% | +0.5% | -13.1% | -12.9% |
| 6M | -8.0% | +8.0% | -16.0% | -11.3% |
| YTD | -54.1% | +12.2% | -66.3% | -56.5% |
| 1Y | -66.1% | +14.0% | -80.1% | -68.0% |
| 3Y | -45.0% | +48.2% | -93.2% | -52.7% |
| 5Y | -51.2% | +46.1% | -97.3% | -58.2% |
| All | -11.0% | +175.0% | -186.0% | -22.6% |
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