-40.5%
MDB vs FLUT
-52.1%
+11.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +6.8% | -0.7% | +7.5% | +7.1% |
| 30D | -6.2% | +9.3% | -15.5% | -10.7% |
| 3M | -29.2% | -17.5% | -11.8% | -24.5% |
| 6M | +10.3% | -14.6% | +24.9% | +15.3% |
| YTD | -20.4% | -62.3% | +41.9% | +17.6% |
| 1Y | -4.8% | -59.6% | +54.8% | +36.3% |
| 3Y | -11.6% | -45.3% | +33.7% | +8.1% |
| All | -40.5% | -52.1% | +11.5% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling