+14.5%
MDB vs FLUT
-65.9%
+80.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.3% |
| 7D | -17.4% | -1.6% | -15.8% | -17.1% |
| 30D | -2.0% | +7.7% | -9.8% | -5.3% |
| 3M | -3.0% | -0.7% | -2.3% | -4.2% |
| 6M | +48.7% | -11.2% | +59.8% | +50.4% |
| YTD | -12.1% | -53.4% | +41.3% | +8.9% |
| 1Y | +14.5% | -65.8% | +80.3% | +51.5% |
| All | +14.5% | -65.9% | +80.4% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling