+5,778.3%
MU vs FDS
+77.6%
+5,700.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.4% |
| 7D | +7.2% | -5.4% | +12.5% | +8.7% |
| 30D | +14.0% | +1.6% | +12.4% | +13.1% |
| 3M | +5.4% | +17.7% | -12.4% | -2.9% |
| 6M | +170.3% | +29.1% | +141.2% | +134.4% |
| YTD | +250.7% | +1.0% | +249.7% | +236.4% |
| 1Y | +662.1% | -21.6% | +683.7% | +717.7% |
| 3Y | +1,341.2% | -30.1% | +1,371.3% | +1,486.4% |
| 5Y | +1,319.3% | -20.7% | +1,340.1% | +1,302.2% |
| 10Y | +5,778.3% | +78.3% | +5,700.0% | +3,373.4% |
| All | +5,778.3% | +77.6% | +5,700.7% | +3,373.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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