-44.7%
FLUT vs MTB
+105.0%
-149.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +5.0% | +0.8% | +4.2% | +4.6% |
| 3M | -16.4% | -12.8% | -3.7% | -11.2% |
| 6M | -14.6% | +6.7% | -21.3% | -17.6% |
| YTD | -61.9% | +11.3% | -73.2% | -63.8% |
| 1Y | -65.0% | +20.2% | -85.2% | -67.9% |
| All | -44.7% | +105.0% | -149.7% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling