+938.2%
MU vs FE
+47.0%
+891.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.5% |
| 7D | +12.8% | +1.2% | +11.6% | +12.8% |
| 30D | -14.9% | +4.5% | -19.4% | -14.7% |
| 3M | -18.0% | +1.3% | -19.4% | -18.0% |
| 6M | -3.1% | +8.7% | -11.8% | -3.2% |
| YTD | +172.9% | +9.2% | +163.7% | +172.5% |
| 1Y | +228.8% | +7.0% | +221.9% | +228.7% |
| 3Y | +950.8% | +51.4% | +899.5% | +895.9% |
| All | +938.2% | +47.0% | +891.2% | +882.9% |
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