+284.0%
MDT vs FLUT
+1,675.5%
-1,391.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +2.7% | -1.5% | +4.2% | +2.8% |
| 30D | +14.8% | +3.4% | +11.4% | +14.7% |
| 3M | +14.6% | -12.5% | +27.0% | +15.0% |
| 6M | +35.7% | -18.5% | +54.2% | +36.4% |
| YTD | +8.5% | -61.6% | +70.1% | +11.4% |
| 1Y | +13.3% | -64.1% | +77.4% | +16.5% |
| 3Y | +58.6% | -44.5% | +103.0% | +60.7% |
| 5Y | -2.6% | -51.3% | +48.7% | -1.7% |
| 10Y | +60.0% | -25.6% | +85.5% | +60.4% |
| All | +284.0% | +1,675.5% | -1,391.5% | +292.0% |
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