-64.1%
FLUT vs MLM
-12.9%
-51.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.8% |
| 7D | -1.5% | -2.9% | +1.4% | -0.8% |
| 30D | +3.4% | +10.4% | -7.0% | +0.5% |
| 3M | -12.5% | -3.7% | -8.7% | -12.2% |
| 6M | -18.5% | -10.3% | -8.2% | -17.5% |
| YTD | -61.6% | -14.8% | -46.8% | -62.8% |
| 1Y | -64.1% | -13.9% | -50.2% | -66.0% |
| All | -64.1% | -12.9% | -51.2% | -66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling