+1,348.1%
MUU vs FLUT
-65.0%
+1,413.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.9% |
| 7D | +43.7% | -1.2% | +44.9% | +43.9% |
| 30D | -37.2% | +5.0% | -42.3% | -37.8% |
| 3M | -36.1% | -16.4% | -19.7% | -34.8% |
| 6M | -35.7% | -14.6% | -21.1% | -39.0% |
| YTD | +264.0% | -61.9% | +325.9% | +483.3% |
| 1Y | +359.1% | -65.0% | +424.1% | +689.1% |
| All | +1,348.1% | -65.0% | +1,413.1% | +2,265.6% |
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 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