+1,685.4%
FLUT vs MLM
+2,202.1%
-516.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +2.0% |
| 7D | +4.8% | -1.2% | +6.0% | +4.9% |
| 30D | +8.8% | +7.9% | +0.9% | +8.0% |
| 3M | -10.7% | -4.5% | -6.2% | -10.3% |
| 6M | -19.7% | -12.6% | -7.1% | -18.8% |
| YTD | -61.4% | -14.9% | -46.5% | -60.9% |
| 1Y | -61.6% | -13.1% | -48.6% | -61.2% |
| 3Y | -51.4% | +21.2% | -72.6% | -52.2% |
| 5Y | -51.0% | +32.0% | -83.0% | -52.4% |
| 10Y | -25.2% | +195.3% | -220.5% | -30.2% |
| All | +1,685.4% | +2,202.1% | -516.6% | +1,460.1% |
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