+1,341.2%
MU vs FCUV
-99.2%
+1,440.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -65.2% | +63.6% | -2.0% |
| 7D | +7.2% | -47.9% | +55.1% | +7.1% |
| 30D | +14.0% | +13.7% | +0.3% | +14.5% |
| 3M | +5.4% | +97.0% | -91.6% | +9.5% |
| 6M | +170.3% | -66.1% | +236.4% | +189.2% |
| YTD | +250.7% | -81.8% | +332.4% | +279.9% |
| 1Y | +662.1% | -93.3% | +755.4% | +739.7% |
| 3Y | +1,341.2% | -99.2% | +1,440.4% | +1,509.2% |
| All | +1,341.2% | -99.2% | +1,440.4% | +1,509.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling