+29.4%
MMM vs FLUT
-50.4%
+79.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | -3.3% | -1.6% | -1.7% | -3.1% |
| 30D | -7.0% | +7.7% | -14.8% | -8.1% |
| 3M | +10.8% | -0.7% | +11.5% | +10.3% |
| 6M | +5.8% | -11.2% | +16.9% | +6.6% |
| YTD | +6.8% | -53.4% | +60.2% | +17.5% |
| 1Y | +10.4% | -65.8% | +76.1% | +26.5% |
| 3Y | +104.7% | -44.9% | +149.6% | +118.8% |
| All | +29.4% | -50.4% | +79.8% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling