+652.4%
MMM vs FLUT
+1,658.1%
-1,005.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +6.2% | -1.1% | +7.3% | +6.2% |
| 30D | +14.2% | +7.7% | +6.5% | +13.7% |
| 3M | +2.9% | -12.2% | +15.1% | +3.5% |
| 6M | +27.6% | -17.6% | +45.1% | +28.4% |
| YTD | +17.3% | -62.0% | +79.3% | +23.1% |
| 1Y | +15.1% | -62.3% | +77.3% | +20.7% |
| 3Y | +157.1% | -52.0% | +209.1% | +165.9% |
| 5Y | +45.1% | -51.8% | +96.9% | +48.6% |
| 10Y | +83.9% | -26.3% | +110.2% | +82.7% |
| All | +652.4% | +1,658.1% | -1,005.7% | +569.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling