+19.9%
MDT vs FLUT
-63.1%
+83.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.3% | +8.5% | +6.4% |
| 7D | +10.7% | +4.2% | +6.6% | +10.2% |
| 30D | +19.3% | +8.0% | +11.3% | +18.2% |
| 3M | +22.8% | -22.1% | +44.8% | +25.4% |
| 6M | +36.4% | -21.7% | +58.1% | +39.0% |
| YTD | +12.1% | -62.0% | +74.0% | +19.2% |
| 1Y | +19.9% | -63.2% | +83.1% | +27.8% |
| All | +19.9% | -63.1% | +83.1% | +27.8% |
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