+995.4%
MU vs FDS
-22.8%
+1,018.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.7% | +9.2% | +12.7% |
| 7D | +2.0% | -2.1% | +4.2% | +1.3% |
| 30D | -18.0% | +16.0% | -34.0% | -13.9% |
| 3M | -6.6% | +18.8% | -25.4% | -0.6% |
| 6M | +2.0% | +54.1% | -52.1% | +17.3% |
| YTD | +184.5% | +17.0% | +167.5% | +226.6% |
| 1Y | +236.9% | +25.5% | +211.3% | +285.2% |
| All | +995.4% | -22.8% | +1,018.2% | +1,086.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling