+2,054.3%
FLUT vs MLM
+2,145.1%
-90.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | -1.6% | -2.9% | +1.3% | -1.4% |
| 30D | +7.7% | -6.8% | +14.6% | +8.5% |
| 3M | -0.7% | -11.2% | +10.5% | +0.3% |
| 6M | -11.2% | -21.8% | +10.7% | -9.2% |
| YTD | -53.4% | -17.0% | -36.5% | -52.7% |
| 1Y | -65.8% | -16.4% | -49.4% | -65.3% |
| 3Y | -44.9% | +14.5% | -59.4% | -45.6% |
| 5Y | -49.7% | +41.7% | -91.4% | -51.2% |
| 10Y | -9.7% | +200.0% | -209.8% | -15.7% |
| All | +2,054.3% | +2,145.1% | -90.8% | +1,787.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling