+8,645.9%
MU vs FLUT
+2,054.3%
+6,591.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +6.2% |
| 7D | +9.0% | -1.6% | +10.6% | +9.1% |
| 30D | +13.8% | +7.7% | +6.1% | +13.2% |
| 3M | +2.1% | -0.7% | +2.8% | +1.6% |
| 6M | +153.8% | -11.2% | +165.0% | +154.1% |
| YTD | +256.4% | -53.4% | +309.8% | +272.8% |
| 1Y | +719.8% | -65.8% | +785.5% | +775.7% |
| 3Y | +1,360.4% | -44.9% | +1,405.3% | +1,408.6% |
| 5Y | +1,312.4% | -49.7% | +1,362.1% | +1,340.3% |
| 10Y | +6,142.6% | -9.7% | +6,152.3% | +6,146.6% |
| All | +8,645.9% | +2,054.3% | +6,591.6% | +7,764.4% |
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