+3,971.9%
MU vs F
+80.8%
+3,891.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.5% |
| 7D | -22.0% | +1.6% | -23.6% | -22.7% |
| 30D | -36.6% | +2.6% | -39.2% | -37.6% |
| 3M | -21.7% | -8.8% | -12.9% | -19.0% |
| 6M | +3.5% | +4.6% | -1.1% | -0.8% |
| YTD | +141.9% | -1.9% | +143.8% | +138.8% |
| 1Y | +189.8% | -0.8% | +190.6% | +184.8% |
| 3Y | +855.4% | +43.5% | +811.9% | +653.9% |
| 5Y | +869.2% | -12.1% | +881.2% | +823.4% |
| All | +3,971.9% | +80.8% | +3,891.2% | +2,412.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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