+4,271.9%
MU vs FDX
+160.0%
+4,111.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +4.2% |
| 7D | -12.0% | +0.2% | -12.2% | -12.0% |
| 30D | -28.7% | +9.3% | -38.0% | -32.4% |
| 3M | -16.4% | +0.5% | -16.9% | -17.3% |
| 6M | -1.8% | +5.3% | -7.1% | -4.8% |
| YTD | +157.1% | +38.6% | +118.5% | +110.1% |
| 1Y | +208.5% | +53.5% | +155.0% | +136.7% |
| 3Y | +906.2% | +74.2% | +831.9% | +582.3% |
| 5Y | +893.4% | +75.3% | +818.1% | +543.6% |
| 10Y | +4,271.9% | +156.3% | +4,115.6% | +1,956.8% |
| All | +4,271.9% | +160.0% | +4,111.8% | +1,956.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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