+1,106.1%
MUU vs FLUT
-64.8%
+1,170.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -32.5% | -1.5% | -31.0% | -32.4% |
| 30D | -55.2% | +3.4% | -58.7% | -55.5% |
| 3M | -40.7% | -12.5% | -28.2% | -40.0% |
| 6M | -43.9% | -18.5% | -25.5% | -45.7% |
| YTD | +203.2% | -61.6% | +264.8% | +385.1% |
| 1Y | +257.0% | -64.1% | +321.1% | +500.3% |
| All | +1,106.1% | -64.8% | +1,170.9% | +1,867.4% |
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 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