+288.8%
MDT vs FLUT
+1,645.8%
-1,357.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | +9.2% | +9.3% | -0.1% | +8.8% |
| 3M | +14.5% | -17.5% | +32.0% | +15.1% |
| 6M | +37.3% | -14.6% | +51.9% | +37.8% |
| YTD | +9.8% | -62.3% | +72.1% | +12.9% |
| 1Y | +10.5% | -59.6% | +70.2% | +13.3% |
| 3Y | +57.4% | -45.3% | +102.7% | +59.6% |
| 5Y | +1.2% | -50.4% | +51.6% | +2.1% |
| 10Y | +63.2% | -26.8% | +90.1% | +63.7% |
| All | +288.8% | +1,645.8% | -1,357.0% | +297.1% |
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