+22.5%
MDLZ vs FLUT
-63.4%
+85.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | +2.2% | -1.5% | +3.6% | +2.3% |
| 30D | +10.1% | +3.4% | +6.7% | +9.9% |
| 3M | +9.1% | -12.5% | +21.6% | +9.4% |
| 6M | +10.0% | -18.5% | +28.4% | +10.6% |
| YTD | +26.8% | -61.6% | +88.5% | +31.6% |
| 1Y | +22.5% | -64.1% | +86.6% | +27.7% |
| All | +22.5% | -63.4% | +85.9% | +27.7% |
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 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