+1,049.8%
MDB vs FLUT
+1.2%
+1,048.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.4% |
| 7D | -17.4% | -1.6% | -15.8% | -17.2% |
| 30D | -2.0% | +7.7% | -9.8% | -4.7% |
| 3M | -3.0% | -0.7% | -2.3% | -3.8% |
| 6M | +48.7% | -11.2% | +59.8% | +52.6% |
| YTD | -12.1% | -53.4% | +41.3% | +7.9% |
| 1Y | +14.5% | -65.8% | +80.3% | +53.1% |
| 3Y | -6.1% | -44.9% | +38.8% | +9.3% |
| 5Y | -27.3% | -49.7% | +22.4% | -20.9% |
| All | +1,049.8% | +1.2% | +1,048.6% | +1,142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling