+5,975.2%
MU vs FFIV
+216.0%
+5,759.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.4% |
| 7D | +9.0% | -1.0% | +9.9% | +9.6% |
| 30D | +13.8% | -5.1% | +18.9% | +17.1% |
| 3M | +2.1% | -4.5% | +6.5% | +4.9% |
| 6M | +153.8% | +36.5% | +117.3% | +105.0% |
| YTD | +256.4% | +53.0% | +203.4% | +163.8% |
| 1Y | +719.8% | +24.2% | +695.5% | +586.2% |
| 3Y | +1,360.4% | +137.2% | +1,223.2% | +686.4% |
| 5Y | +1,312.4% | +91.8% | +1,220.7% | +757.2% |
| All | +5,975.2% | +216.0% | +5,759.2% | +2,720.8% |
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