+4,271.9%
MU vs FDS
+135.1%
+4,136.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.6% | +6.3% |
| 7D | -12.0% | -5.0% | -7.1% | -11.1% |
| 30D | -28.7% | +13.8% | -42.5% | -31.5% |
| 3M | -16.4% | +14.8% | -31.3% | -20.5% |
| 6M | -1.8% | +47.4% | -49.2% | -17.7% |
| YTD | +157.1% | +14.2% | +142.9% | +136.7% |
| 1Y | +208.5% | +26.6% | +181.9% | +166.6% |
| 3Y | +906.2% | -24.4% | +930.6% | +996.3% |
| 5Y | +893.4% | -22.6% | +916.0% | +941.5% |
| 10Y | +4,271.9% | +130.0% | +4,141.9% | +2,211.7% |
| All | +4,271.9% | +135.1% | +4,136.8% | +2,211.7% |
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