+5,837.1%
MU vs FLUT
+1,658.1%
+4,179.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.7% | +5.2% |
| 7D | -22.0% | -1.1% | -20.9% | -22.0% |
| 30D | -36.6% | +7.7% | -44.3% | -36.9% |
| 3M | -21.7% | -12.2% | -9.5% | -21.3% |
| 6M | +3.5% | -17.6% | +21.1% | +3.8% |
| YTD | +141.9% | -62.0% | +203.9% | +155.5% |
| 1Y | +189.8% | -62.3% | +252.1% | +206.1% |
| 3Y | +855.4% | -52.0% | +907.3% | +894.1% |
| 5Y | +869.2% | -51.8% | +920.9% | +894.5% |
| 10Y | +4,142.8% | -26.3% | +4,169.1% | +4,187.2% |
| All | +5,837.1% | +1,658.1% | +4,179.0% | +5,291.2% |
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