+6,028.8%
MU vs F
+98.4%
+5,930.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.4% |
| 7D | +9.0% | +5.3% | +3.6% | +6.3% |
| 30D | +13.8% | +4.6% | +9.2% | +11.2% |
| 3M | +2.1% | -3.7% | +5.7% | +3.7% |
| 6M | +153.8% | +16.8% | +137.0% | +132.7% |
| YTD | +256.4% | +15.3% | +241.1% | +228.4% |
| 1Y | +719.8% | +31.0% | +688.8% | +610.0% |
| 3Y | +1,360.4% | +45.4% | +1,314.9% | +1,045.9% |
| 5Y | +1,312.4% | +54.7% | +1,257.8% | +926.7% |
| All | +6,028.8% | +98.4% | +5,930.4% | +3,348.9% |
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