+808.8%
MU vs F
+41.1%
+767.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -1.1% | -16.4% | -17.0% |
| 7D | -29.7% | +1.4% | -31.1% | -30.2% |
| 30D | -37.2% | +2.0% | -39.2% | -38.0% |
| 3M | -26.5% | -10.4% | -16.1% | -23.5% |
| 6M | +2.6% | +9.7% | -7.2% | -3.9% |
| YTD | +130.1% | -1.2% | +131.3% | +125.7% |
| 1Y | +176.7% | 0.0% | +176.7% | +170.1% |
| All | +808.8% | +41.1% | +767.7% | +638.8% |
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