-66.1%
FLUT vs MDY
+13.9%
-80.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | 0.0% |
| 7D | -3.6% | -2.5% | -1.1% | -2.0% |
| 30D | -0.3% | -5.0% | +4.7% | +3.1% |
| 3M | -12.6% | +0.5% | -13.1% | -13.4% |
| 6M | -8.0% | +8.0% | -16.0% | -15.8% |
| YTD | -54.1% | +12.2% | -66.3% | -60.1% |
| 1Y | -66.1% | +14.0% | -80.1% | -71.1% |
| All | -66.1% | +13.9% | -80.1% | -71.1% |
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