-10.4%
FLUT vs MUB
+17.4%
-27.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.1% |
| 7D | -2.6% | -0.7% | -1.9% | -2.3% |
| 30D | +5.4% | -2.0% | +7.3% | +6.3% |
| 3M | -10.8% | -2.5% | -8.2% | -9.8% |
| 6M | -9.2% | -2.3% | -6.9% | -8.3% |
| YTD | -53.8% | -1.3% | -52.5% | -53.5% |
| 1Y | -66.0% | +1.1% | -67.1% | -66.1% |
| 3Y | -44.7% | +8.2% | -52.9% | -46.7% |
| 5Y | -50.6% | +1.5% | -52.1% | -52.2% |
| 10Y | -10.4% | +17.6% | -28.0% | -14.7% |
| All | -10.4% | +17.4% | -27.8% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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