-25.6%
FLUT vs MLM
+149.0%
-174.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -1.5% | -2.9% | +1.4% | -0.9% |
| 30D | +3.4% | +10.4% | -7.0% | +1.2% |
| 3M | -12.5% | -3.7% | -8.7% | -11.8% |
| 6M | -18.5% | -10.3% | -8.2% | -16.9% |
| YTD | -61.6% | -14.8% | -46.8% | -60.6% |
| 1Y | -64.1% | -13.9% | -50.2% | -63.2% |
| 3Y | -44.5% | +18.4% | -62.8% | -46.5% |
| 5Y | -51.3% | +31.8% | -83.1% | -54.6% |
| 10Y | -25.6% | +143.4% | -169.0% | -35.2% |
| All | -25.6% | +149.0% | -174.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling