+871.5%
MU vs FCUV
-99.6%
+971.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.1% |
| 7D | -15.2% | -15.3% | +0.1% | -15.3% |
| 30D | -29.5% | -29.7% | +0.2% | -29.7% |
| 3M | -15.8% | -54.5% | +38.7% | -15.8% |
| 6M | -2.9% | -26.7% | +23.9% | +1.1% |
| YTD | +154.2% | -91.0% | +245.2% | +174.5% |
| 1Y | +186.6% | -98.0% | +284.6% | +219.6% |
| 3Y | +871.5% | -99.5% | +971.0% | +1,012.5% |
| All | +871.5% | -99.6% | +971.0% | +1,012.5% |
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