+5,744.5%
MU vs FCUV
-98.6%
+5,843.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -4.9% |
| 7D | +2.0% | -72.0% | +74.0% | +2.1% |
| 30D | +12.5% | -8.0% | +20.5% | +12.5% |
| 3M | +9.6% | +66.3% | -56.7% | +9.0% |
| 6M | +142.6% | -75.3% | +217.9% | +143.4% |
| YTD | +242.7% | -83.0% | +325.6% | +244.3% |
| 1Y | +599.3% | -94.7% | +693.9% | +606.4% |
| 3Y | +1,308.3% | -99.3% | +1,407.5% | +1,321.3% |
| 5Y | +1,263.7% | -99.9% | +1,363.6% | +1,282.0% |
| All | +5,744.5% | -98.6% | +5,843.1% | +5,101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling