+4,524.1%
MU vs FCUV
-99.3%
+4,623.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.6% |
| 7D | +21.6% | +2.4% | +19.3% | +21.6% |
| 30D | -16.2% | -25.9% | +9.7% | -16.2% |
| 3M | -12.4% | -44.8% | +32.4% | -12.4% |
| 6M | +4.2% | -3.5% | +7.7% | +3.6% |
| YTD | +180.0% | -90.7% | +270.7% | +181.5% |
| 1Y | +226.4% | -97.9% | +324.3% | +230.8% |
| 3Y | +969.7% | -99.5% | +1,069.3% | +979.9% |
| 5Y | +957.9% | -99.9% | +1,057.8% | +972.1% |
| All | +4,524.1% | -99.3% | +4,623.3% | +4,025.4% |
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 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