+228.8%
MU vs F
-6.9%
+235.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +12.8% | -3.1% | +15.9% | +14.4% |
| 30D | -14.9% | 0.0% | -14.9% | -15.3% |
| 3M | -18.0% | -13.2% | -4.8% | -13.0% |
| 6M | -3.1% | -10.2% | +7.1% | -0.8% |
| YTD | +172.9% | -4.9% | +177.8% | +154.3% |
| 1Y | +228.8% | -6.1% | +234.9% | +211.3% |
| All | +228.8% | -6.9% | +235.8% | +211.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling