-10.4%
FLUT vs MTB
+172.8%
-183.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.6% | +1.1% | -3.7% | -2.8% |
| 30D | +5.4% | -4.6% | +10.0% | +6.2% |
| 3M | -10.8% | +6.3% | -17.0% | -11.7% |
| 6M | -9.2% | +15.6% | -24.8% | -11.5% |
| YTD | -53.8% | +20.6% | -74.4% | -55.2% |
| 1Y | -66.0% | +22.5% | -88.5% | -67.1% |
| 3Y | -44.7% | +114.4% | -159.1% | -50.4% |
| 5Y | -50.6% | +101.9% | -152.5% | -54.7% |
| 10Y | -10.4% | +170.4% | -180.8% | -14.6% |
| All | -10.4% | +172.8% | -183.3% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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