+3,971.9%
MU vs FE
+105.3%
+3,866.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.5% |
| 7D | -22.0% | -1.0% | -21.0% | -21.8% |
| 30D | -36.6% | +4.1% | -40.7% | -37.3% |
| 3M | -21.7% | -1.0% | -20.7% | -21.7% |
| 6M | +3.5% | +4.0% | -0.5% | +1.8% |
| YTD | +141.9% | +6.8% | +135.1% | +135.7% |
| 1Y | +189.8% | +5.3% | +184.6% | +183.4% |
| 3Y | +855.4% | +44.6% | +810.8% | +730.6% |
| 5Y | +869.2% | +44.2% | +825.0% | +729.3% |
| All | +3,971.9% | +105.3% | +3,866.6% | +3,543.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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