+253.1%
MDT vs FLUT
+2,054.3%
-1,801.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | +3.2% | -1.6% | +4.9% | +3.3% |
| 30D | +9.5% | +7.7% | +1.8% | +9.2% |
| 3M | +16.0% | -0.7% | +16.7% | +15.9% |
| 6M | +0.2% | -11.2% | +11.4% | +0.4% |
| YTD | -0.3% | -53.4% | +53.2% | +1.8% |
| 1Y | +4.7% | -65.8% | +70.5% | +7.8% |
| 3Y | +26.5% | -44.9% | +71.5% | +28.1% |
| 5Y | -18.2% | -49.7% | +31.5% | -17.8% |
| 10Y | +40.0% | -9.7% | +49.7% | +39.5% |
| All | +253.1% | +2,054.3% | -1,801.2% | +258.3% |
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