+2,423.9%
MUU vs FLUT
-57.9%
+2,481.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.7% | -9.2% |
| 7D | +3.6% | -3.6% | +7.1% | +4.1% |
| 30D | +22.3% | -0.3% | +22.7% | +22.1% |
| 3M | -8.2% | -12.6% | +4.4% | -7.0% |
| 6M | +256.3% | -8.0% | +264.3% | +246.8% |
| YTD | +534.4% | -54.1% | +588.5% | +893.9% |
| 1Y | +2,163.5% | -66.1% | +2,229.6% | +4,558.5% |
| All | +2,423.9% | -57.9% | +2,481.8% | +3,931.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling