+10.8%
MMM vs FLUT
-66.0%
+76.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -1.6% | +3.8% | -5.4% | -1.8% |
| 30D | -8.0% | +6.3% | -14.3% | -8.4% |
| 3M | +9.4% | -4.0% | +13.4% | +9.6% |
| 6M | +10.2% | -10.3% | +20.5% | +10.9% |
| YTD | +6.1% | -53.2% | +59.3% | +15.6% |
| 1Y | +10.8% | -65.0% | +75.8% | +23.0% |
| All | +10.8% | -66.0% | +76.8% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FLUT 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling