+265.1%
MU vs FFIV
+33.5%
+231.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -6.9% |
| 7D | -19.1% | -9.8% | -9.3% | -16.7% |
| 30D | -25.2% | -28.1% | +2.8% | -19.2% |
| 3M | -10.9% | -20.0% | +9.1% | -8.2% |
| 6M | +38.0% | -0.1% | +38.1% | +34.4% |
| YTD | +178.8% | +29.2% | +149.7% | +150.5% |
| 1Y | +265.1% | +36.6% | +228.6% | +220.0% |
| All | +265.1% | +33.5% | +231.6% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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