+236.9%
MU vs FLUT
-62.9%
+299.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.6% | +8.3% | +12.7% |
| 7D | +2.0% | +4.5% | -2.5% | +3.0% |
| 30D | -18.0% | +9.2% | -27.2% | -16.2% |
| 3M | -6.6% | -13.7% | +7.1% | -8.9% |
| 6M | +2.0% | -9.0% | +11.1% | -0.8% |
| YTD | +184.5% | -60.2% | +244.7% | +197.7% |
| 1Y | +236.9% | -63.1% | +300.0% | +258.5% |
| All | +236.9% | -62.9% | +299.8% | +258.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling