-20.1%
MDT vs FLUT
-50.1%
+30.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +0.4% | +3.8% | -3.4% | 0.0% |
| 30D | +6.0% | +6.3% | -0.3% | +5.2% |
| 3M | +15.5% | -4.0% | +19.6% | +15.7% |
| 6M | +3.4% | -10.3% | +13.7% | +4.0% |
| YTD | -2.2% | -53.2% | +51.0% | +4.5% |
| 1Y | +2.6% | -65.0% | +67.6% | +12.5% |
| 3Y | +27.5% | -43.9% | +71.4% | +31.3% |
| 5Y | -20.1% | -49.2% | +29.2% | -18.5% |
| All | -20.1% | -50.1% | +30.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling