+155.0%
FLUT vs MUB
+78.3%
+76.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -1.1% | +0.7% | -1.8% | -1.4% |
| 30D | +7.7% | +4.4% | +3.3% | +5.6% |
| 3M | -12.2% | -0.2% | -12.0% | -12.1% |
| 6M | -17.6% | -0.6% | -17.0% | -17.4% |
| YTD | -62.0% | +0.3% | -62.4% | -62.1% |
| 1Y | -62.3% | +0.8% | -63.0% | -62.4% |
| 3Y | -52.0% | +12.0% | -64.0% | -54.3% |
| 5Y | -51.8% | +3.4% | -55.2% | -52.9% |
| 10Y | -26.3% | +20.7% | -47.0% | -32.3% |
| All | +155.0% | +78.3% | +76.7% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling