+5,370.2%
MU vs FDS
+10,327.4%
-4,957.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.7% | +8.8% | +6.7% |
| 7D | -22.0% | -0.5% | -21.5% | -22.2% |
| 30D | -36.6% | +20.2% | -56.8% | -42.0% |
| 3M | -21.7% | +19.9% | -41.6% | -29.2% |
| 6M | +3.5% | +56.2% | -52.6% | -21.9% |
| YTD | +141.9% | +14.6% | +127.4% | +105.0% |
| 1Y | +189.8% | +31.6% | +158.2% | +127.6% |
| 3Y | +855.4% | -23.8% | +879.2% | +840.7% |
| 5Y | +869.2% | -22.6% | +891.7% | +833.4% |
| 10Y | +4,142.8% | +139.3% | +4,003.5% | +2,230.6% |
| All | +5,370.2% | +10,327.4% | -4,957.3% | +1,045.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling