+938.2%
MU vs FLUT
-52.1%
+990.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +12.8% | -0.7% | +13.5% | +13.0% |
| 30D | -14.9% | +9.3% | -24.1% | -16.4% |
| 3M | -18.0% | -17.5% | -0.6% | -15.8% |
| 6M | -3.1% | -14.6% | +11.5% | -3.4% |
| YTD | +172.9% | -62.3% | +235.2% | +234.3% |
| 1Y | +228.8% | -59.6% | +288.5% | +294.6% |
| 3Y | +950.8% | -45.3% | +996.1% | +1,051.7% |
| All | +938.2% | -52.1% | +990.3% | +975.0% |
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