-51.0%
FLUT vs MLM
+30.6%
-81.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +3.8% |
| 7D | +4.8% | -1.2% | +6.0% | +5.3% |
| 30D | +8.8% | +7.9% | +0.9% | +5.0% |
| 3M | -10.7% | -4.5% | -6.2% | -9.0% |
| 6M | -19.7% | -12.6% | -7.1% | -15.7% |
| YTD | -61.4% | -14.9% | -46.5% | -59.4% |
| 1Y | -61.6% | -13.1% | -48.6% | -60.0% |
| 3Y | -51.4% | +21.2% | -72.6% | -57.8% |
| 5Y | -51.0% | +32.0% | -83.0% | -61.3% |
| All | -51.0% | +30.6% | -81.6% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling