+265.1%
MU vs FCUV
-98.1%
+363.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -7.5% | +0.5% | -7.1% |
| 7D | -19.1% | -8.6% | -10.5% | -19.2% |
| 30D | -25.2% | -25.9% | +0.7% | -25.5% |
| 3M | -10.9% | -69.8% | +58.9% | -11.4% |
| 6M | +38.0% | -31.6% | +69.6% | +51.9% |
| YTD | +178.8% | -90.1% | +269.0% | +210.0% |
| 1Y | +265.1% | -98.0% | +363.1% | +263.4% |
| All | +265.1% | -98.1% | +363.2% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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