+228.8%
MU vs FCUV
-95.0%
+323.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +136.0% | -138.5% | -0.7% |
| 7D | +12.8% | +148.8% | -136.0% | +15.0% |
| 30D | -14.9% | +95.0% | -109.9% | -13.5% |
| 3M | -18.0% | +27.8% | -45.8% | -16.5% |
| 6M | -3.1% | +121.0% | -124.1% | +8.1% |
| YTD | +172.9% | -78.1% | +251.0% | +202.0% |
| 1Y | +228.8% | -94.3% | +323.1% | +190.8% |
| All | +228.8% | -95.0% | +323.9% | +190.8% |
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