+2,054.3%
FLUT vs MDY
+1,152.9%
+901.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +7.7% | -1.5% | +9.2% | +8.1% |
| 3M | -0.7% | +0.8% | -1.5% | -1.0% |
| 6M | -11.2% | +7.4% | -18.6% | -12.8% |
| YTD | -53.4% | +15.2% | -68.6% | -55.0% |
| 1Y | -65.8% | +16.5% | -82.3% | -67.0% |
| 3Y | -44.9% | +46.8% | -91.7% | -49.3% |
| 5Y | -49.7% | +46.0% | -95.7% | -53.7% |
| 10Y | -9.7% | +172.1% | -181.8% | -22.4% |
| All | +2,054.3% | +1,152.9% | +901.3% | +1,580.9% |
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 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