-5.9%
MDB vs FLUT
-52.0%
+46.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.3% |
| 7D | -11.4% | -1.1% | -10.3% | -11.4% |
| 30D | -13.8% | +7.7% | -21.5% | -17.1% |
| 3M | -15.5% | -12.2% | -3.3% | -12.6% |
| 6M | +17.9% | -17.6% | +35.5% | +24.5% |
| YTD | -25.5% | -62.0% | +36.5% | +5.9% |
| 1Y | -12.1% | -62.3% | +50.2% | +24.7% |
| 3Y | -5.9% | -52.0% | +46.1% | +40.7% |
| All | -5.9% | -52.0% | +46.1% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling