+83.0%
MMM vs FLUT
-26.1%
+109.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +5.8% | -6.5% | +12.2% | +6.3% |
| 30D | +17.9% | +2.8% | +15.2% | +17.6% |
| 3M | +3.6% | -13.5% | +17.0% | +4.6% |
| 6M | +32.9% | -19.0% | +51.9% | +34.5% |
| YTD | +19.5% | -61.9% | +81.4% | +28.9% |
| 1Y | +16.5% | -63.2% | +79.8% | +26.0% |
| 3Y | +167.2% | -46.0% | +213.2% | +180.9% |
| 5Y | +48.2% | -51.8% | +100.0% | +54.3% |
| 10Y | +83.0% | -26.1% | +109.1% | +81.9% |
| All | +83.0% | -26.1% | +109.1% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling