+362.0%
MDLZ vs FLUT
+2,054.3%
-1,692.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -1.7% | -1.6% | -0.1% | -1.7% |
| 30D | -2.1% | +7.7% | -9.9% | -2.3% |
| 3M | +1.3% | -0.7% | +2.0% | +1.3% |
| 6M | +6.2% | -11.2% | +17.4% | +6.3% |
| YTD | +15.8% | -53.4% | +69.2% | +17.2% |
| 1Y | +4.1% | -65.8% | +69.9% | +5.9% |
| 3Y | -4.1% | -44.9% | +40.8% | -3.5% |
| 5Y | +13.4% | -49.7% | +63.1% | +13.5% |
| 10Y | +75.7% | -9.7% | +85.5% | +74.3% |
| All | +362.0% | +2,054.3% | -1,692.3% | +355.3% |
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