+5,154.5%
MU vs FE
+566.1%
+4,588.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.2% | -17.3% | -17.4% |
| 7D | -29.7% | +0.6% | -30.3% | -29.9% |
| 30D | -37.2% | +6.4% | -43.6% | -38.8% |
| 3M | -26.5% | -0.5% | -26.0% | -26.6% |
| 6M | +2.6% | +4.7% | -2.2% | -0.2% |
| YTD | +130.1% | +8.4% | +121.8% | +120.5% |
| 1Y | +176.7% | +7.2% | +169.5% | +166.0% |
| 3Y | +813.1% | +44.9% | +768.2% | +658.6% |
| 5Y | +822.0% | +46.3% | +775.7% | +648.1% |
| 10Y | +3,936.2% | +110.3% | +3,825.9% | +2,563.3% |
| All | +5,154.5% | +566.1% | +4,588.4% | +2,077.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling