+2,538.2%
MUU vs FLUT
-57.1%
+2,595.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | +13.9% | +3.8% | +10.1% | +13.2% |
| 30D | +24.8% | +6.3% | +18.5% | +23.3% |
| 3M | -15.7% | -4.0% | -11.7% | -18.2% |
| 6M | +338.9% | -10.3% | +349.2% | +336.8% |
| YTD | +563.2% | -53.2% | +616.3% | +935.7% |
| 1Y | +2,577.5% | -65.0% | +2,642.5% | +5,326.1% |
| All | +2,538.2% | -57.1% | +2,595.3% | +4,100.6% |
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