+4,407.5%
MU vs FCUV
-98.2%
+4,505.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +136.0% | -138.5% | -2.7% |
| 7D | +12.8% | +148.8% | -136.0% | +12.6% |
| 30D | -14.9% | +95.0% | -109.9% | -15.0% |
| 3M | -18.0% | +27.8% | -45.8% | -18.2% |
| 6M | -3.1% | +121.0% | -124.1% | -3.8% |
| YTD | +172.9% | -78.1% | +251.0% | +174.0% |
| 1Y | +228.8% | -94.3% | +323.1% | +232.5% |
| 3Y | +950.8% | -98.9% | +1,049.8% | +959.2% |
| 5Y | +931.3% | -99.7% | +1,031.0% | +943.4% |
| All | +4,407.5% | -98.2% | +4,505.7% | +3,915.1% |
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