+27.5%
MDT vs FLUT
-42.5%
+70.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | +0.4% | +3.8% | -3.4% | 0.0% |
| 30D | +6.0% | +6.3% | -0.3% | +5.3% |
| 3M | +15.5% | -4.0% | +19.6% | +15.7% |
| 6M | +3.4% | -10.3% | +13.7% | +3.8% |
| YTD | -2.2% | -53.2% | +51.0% | +2.8% |
| 1Y | +2.6% | -65.0% | +67.6% | +9.9% |
| 3Y | +27.5% | -43.9% | +71.4% | +30.7% |
| All | +27.5% | -42.5% | +70.0% | +30.7% |
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 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