-43.5%
FLUT vs MDY
+50.3%
-93.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +1.2% |
| 7D | +3.8% | +1.0% | +2.8% | +2.9% |
| 30D | +6.3% | -3.1% | +9.4% | +9.2% |
| 3M | -4.0% | +1.8% | -5.9% | -5.9% |
| 6M | -10.3% | +10.8% | -21.1% | -19.0% |
| YTD | -53.2% | +14.4% | -67.6% | -59.1% |
| 1Y | -65.0% | +15.2% | -80.2% | -69.6% |
| All | -43.5% | +50.3% | -93.8% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling