+186.6%
MU vs FFIV
+28.6%
+158.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -15.2% | -4.2% | -11.0% | -13.6% |
| 30D | -29.5% | -33.9% | +4.3% | -21.0% |
| 3M | -15.8% | -22.6% | +6.8% | -12.0% |
| 6M | -2.9% | -10.4% | +7.5% | -2.1% |
| YTD | +154.2% | +24.3% | +129.9% | +131.7% |
| 1Y | +186.6% | +31.8% | +154.8% | +153.0% |
| All | +186.6% | +28.6% | +158.0% | +153.0% |
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