+950.8%
MU vs FDX
+74.4%
+876.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -3.2% |
| 7D | +12.8% | +5.2% | +7.6% | +10.2% |
| 30D | -14.9% | +11.3% | -26.1% | -19.1% |
| 3M | -18.0% | -4.1% | -13.9% | -16.6% |
| 6M | -3.1% | +9.6% | -12.8% | -6.9% |
| YTD | +172.9% | +40.9% | +132.0% | +130.4% |
| 1Y | +228.8% | +53.0% | +175.8% | +167.7% |
| 3Y | +950.8% | +74.1% | +876.8% | +667.0% |
| All | +950.8% | +74.4% | +876.4% | +667.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling