+4,108.9%
MU vs F
+75.1%
+4,033.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -15.2% | +1.0% | -16.2% | -15.6% |
| 30D | -29.5% | +2.1% | -31.6% | -30.5% |
| 3M | -15.8% | -10.3% | -5.5% | -12.2% |
| 6M | -2.9% | +3.3% | -6.1% | -6.4% |
| YTD | +154.2% | -2.0% | +156.2% | +151.1% |
| 1Y | +186.6% | -2.3% | +188.9% | +183.8% |
| 3Y | +871.5% | +49.9% | +821.6% | +651.1% |
| 5Y | +911.7% | -12.5% | +924.1% | +866.3% |
| All | +4,108.9% | +75.1% | +4,033.8% | +2,363.6% |
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