-59.4%
FLUT vs MULL
+2,481.0%
-2,540.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.6% |
| 7D | +3.8% | +14.0% | -10.2% | +3.6% |
| 30D | +6.3% | +24.8% | -18.5% | +6.0% |
| 3M | -4.0% | -16.1% | +12.1% | -5.1% |
| 6M | -10.3% | +330.9% | -341.2% | -21.6% |
| YTD | -53.2% | +545.0% | -598.2% | -61.2% |
| 1Y | -65.0% | +2,427.1% | -2,492.2% | -75.3% |
| All | -59.4% | +2,481.0% | -2,540.5% | -74.3% |
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