+942.1%
MDB vs FLUT
-18.0%
+960.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +6.8% | -0.7% | +7.5% | +7.0% |
| 30D | -6.2% | +9.3% | -15.5% | -9.3% |
| 3M | -29.2% | -17.5% | -11.8% | -25.9% |
| 6M | +10.3% | -14.6% | +24.9% | +14.1% |
| YTD | -20.4% | -62.3% | +41.9% | +3.5% |
| 1Y | -4.8% | -59.6% | +54.8% | +21.3% |
| 3Y | -11.6% | -45.3% | +33.7% | +4.0% |
| 5Y | -41.0% | -50.4% | +9.4% | -33.4% |
| All | +942.1% | -18.0% | +960.1% | +1,092.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling