+6.6%
MDLZ vs FLUT
-45.9%
+52.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +2.3% | -0.7% | +3.0% | +2.3% |
| 30D | +7.9% | +9.3% | -1.3% | +7.6% |
| 3M | +7.3% | -17.5% | +24.7% | +7.7% |
| 6M | +11.7% | -14.6% | +26.3% | +12.2% |
| YTD | +28.7% | -62.3% | +91.0% | +31.6% |
| 1Y | +22.8% | -59.6% | +82.4% | +25.2% |
| 3Y | +6.6% | -45.3% | +51.9% | +8.5% |
| All | +6.6% | -45.9% | +52.5% | +8.5% |
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 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