+2.5%
MDT vs FLUT
-66.2%
+68.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.6% | -3.6% | +2.0% | -1.3% |
| 30D | +1.0% | -0.3% | +1.4% | +0.9% |
| 3M | +15.2% | -12.6% | +27.8% | +16.0% |
| 6M | +3.7% | -8.0% | +11.7% | +3.9% |
| YTD | -3.0% | -54.1% | +51.1% | +0.1% |
| 1Y | +2.5% | -66.1% | +68.6% | +4.8% |
| All | +2.5% | -66.2% | +68.6% | +4.8% |
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