+855.4%
MU vs F
+40.1%
+815.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.4% |
| 7D | -22.0% | +1.6% | -23.6% | -22.7% |
| 30D | -36.6% | +2.6% | -39.2% | -37.5% |
| 3M | -21.7% | -8.8% | -12.9% | -19.2% |
| 6M | +3.5% | +4.6% | -1.1% | -0.8% |
| YTD | +141.9% | -1.9% | +143.8% | +138.0% |
| 1Y | +189.8% | -0.8% | +190.6% | +183.9% |
| 3Y | +855.4% | +43.5% | +811.9% | +678.8% |
| All | +855.4% | +40.1% | +815.3% | +678.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling