+1,645.8%
FLUT vs MDY
+1,121.7%
+524.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.7% | +2.3% | -3.0% | -1.2% |
| 30D | +9.3% | +2.0% | +7.3% | +8.7% |
| 3M | -17.5% | -5.6% | -11.8% | -16.3% |
| 6M | -14.6% | +1.3% | -15.9% | -15.0% |
| YTD | -62.3% | +12.3% | -74.6% | -63.4% |
| 1Y | -59.6% | +15.8% | -75.4% | -61.1% |
| 3Y | -45.3% | +56.5% | -101.8% | -50.1% |
| 5Y | -50.4% | +35.1% | -85.6% | -53.8% |
| 10Y | -26.8% | +167.4% | -194.2% | -36.8% |
| All | +1,645.8% | +1,121.7% | +524.1% | +1,270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling