+4,609.2%
MU vs FFIV
+130.1%
+4,479.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.4% |
| 7D | +2.0% | -2.9% | +5.0% | +4.6% |
| 30D | -18.0% | -32.4% | +14.5% | +2.6% |
| 3M | -6.6% | -22.7% | +16.1% | +6.1% |
| 6M | +2.0% | -10.7% | +12.7% | +5.2% |
| YTD | +184.5% | +25.4% | +159.1% | +129.9% |
| 1Y | +236.9% | +34.2% | +202.7% | +159.6% |
| 3Y | +987.0% | +101.2% | +885.8% | +521.2% |
| 5Y | +1,014.6% | +42.0% | +972.7% | +691.4% |
| 10Y | +4,609.2% | +126.7% | +4,482.5% | +2,238.7% |
| All | +4,609.2% | +130.1% | +4,479.1% | +2,238.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling