+172.7%
MU vs FE
+5.9%
+166.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.6% | +4.9% |
| 7D | -22.0% | 0.0% | -22.0% | -22.0% |
| 30D | -36.6% | +5.2% | -41.8% | -34.9% |
| 3M | -21.7% | 0.0% | -21.7% | -21.3% |
| 6M | +3.5% | +5.0% | -1.5% | +6.4% |
| YTD | +141.9% | +7.9% | +134.0% | +144.9% |
| All | +172.7% | +5.9% | +166.8% | +178.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling