+855.4%
MU vs FDS
-23.2%
+878.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.7% | +8.8% | +3.9% |
| 7D | -22.0% | -0.5% | -21.5% | -21.9% |
| 30D | -36.6% | +20.2% | -56.8% | -32.6% |
| 3M | -21.7% | +19.9% | -41.6% | -16.4% |
| 6M | +3.5% | +56.2% | -52.6% | +18.5% |
| YTD | +141.9% | +14.6% | +127.4% | +176.1% |
| 1Y | +189.8% | +31.6% | +158.2% | +228.1% |
| 3Y | +855.4% | -23.8% | +879.2% | +915.0% |
| All | +855.4% | -23.2% | +878.5% | +915.0% |
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