+957.9%
MU vs FE
+46.0%
+911.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +21.6% | -0.3% | +21.9% | +21.6% |
| 30D | -16.2% | +3.9% | -20.1% | -16.1% |
| 3M | -12.4% | -0.1% | -12.3% | -12.3% |
| 6M | +4.2% | +6.1% | -1.9% | +4.1% |
| YTD | +180.0% | +8.1% | +171.9% | +179.4% |
| 1Y | +226.4% | +4.4% | +222.0% | +226.4% |
| 3Y | +969.7% | +49.0% | +920.7% | +915.1% |
| 5Y | +957.9% | +46.1% | +911.8% | +898.9% |
| All | +957.9% | +46.0% | +911.9% | +898.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling