+1,362.4%
MU vs FLUT
-44.8%
+1,407.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +6.4% |
| 7D | +9.0% | -1.6% | +10.6% | +9.2% |
| 30D | +13.8% | +7.7% | +6.1% | +12.6% |
| 3M | +2.1% | -0.7% | +2.8% | +0.5% |
| 6M | +153.8% | -11.2% | +165.0% | +155.1% |
| YTD | +256.4% | -53.4% | +309.8% | +327.6% |
| 1Y | +719.8% | -65.8% | +785.5% | +980.7% |
| All | +1,362.4% | -44.8% | +1,407.2% | +1,526.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling