+2,683.6%
MUU vs FLUT
-57.6%
+2,741.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.7% |
| 7D | +15.0% | -2.6% | +17.6% | +15.4% |
| 30D | +36.8% | +5.4% | +31.4% | +35.3% |
| 3M | -8.5% | -10.8% | +2.3% | -8.1% |
| 6M | +320.7% | -9.2% | +330.0% | +313.7% |
| YTD | +599.7% | -53.8% | +653.5% | +994.9% |
| 1Y | +2,569.2% | -66.0% | +2,635.2% | +5,402.0% |
| All | +2,683.6% | -57.6% | +2,741.2% | +4,340.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling