+995.4%
MU vs FDX
+73.6%
+921.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.0% | +10.9% | +11.4% |
| 7D | +2.0% | -2.1% | +4.1% | +3.4% |
| 30D | -18.0% | +10.4% | -28.4% | -21.8% |
| 3M | -6.6% | +0.5% | -7.0% | -7.1% |
| 6M | +2.0% | +6.5% | -4.4% | -0.6% |
| YTD | +184.5% | +40.2% | +144.2% | +140.8% |
| 1Y | +236.9% | +52.1% | +184.8% | +175.1% |
| All | +995.4% | +73.6% | +921.8% | +701.4% |
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