-66.8%
FLUT vs MULL
+1,070.1%
-1,136.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -1.5% | -32.2% | +30.8% | -1.3% |
| 30D | +3.4% | -55.4% | +58.8% | +4.0% |
| 3M | -12.5% | -41.3% | +28.8% | -12.4% |
| 6M | -18.5% | -44.9% | +26.4% | -21.0% |
| YTD | -61.6% | +192.4% | -254.0% | -68.0% |
| 1Y | -64.1% | +239.4% | -303.5% | -70.8% |
| All | -66.8% | +1,070.1% | -1,136.8% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling