+1,739.7%
FLUT vs MTB
+475.1%
+1,264.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +4.5% | -2.0% | +6.5% | +4.7% |
| 30D | +9.2% | +0.1% | +9.1% | +9.2% |
| 3M | -13.7% | -12.1% | -1.5% | -12.8% |
| 6M | -9.0% | +7.3% | -16.3% | -9.6% |
| YTD | -60.2% | +11.5% | -71.8% | -60.6% |
| 1Y | -63.1% | +21.3% | -84.4% | -63.7% |
| 3Y | -42.5% | +104.1% | -146.6% | -45.0% |
| 5Y | -47.6% | +61.8% | -109.4% | -49.3% |
| 10Y | -22.9% | +115.4% | -138.3% | -25.8% |
| All | +1,739.7% | +475.1% | +1,264.5% | +1,706.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling