-12.4%
MDB vs FLUT
-63.7%
+51.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.5% |
| 7D | -0.9% | -6.5% | +5.5% | +1.1% |
| 30D | -15.2% | +2.8% | -17.9% | -16.5% |
| 3M | -17.9% | -13.5% | -4.5% | -15.1% |
| 6M | +9.3% | -19.0% | +28.3% | +14.4% |
| YTD | -22.0% | -61.9% | +39.9% | +1.5% |
| All | -12.4% | -63.7% | +51.2% | +16.9% |
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