+855.4%
MU vs FFIV
+102.2%
+753.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | -22.0% | -8.1% | -13.9% | -18.2% |
| 30D | -36.6% | -33.4% | -3.2% | -24.1% |
| 3M | -21.7% | -24.7% | +3.0% | -13.2% |
| 6M | +3.5% | -8.8% | +12.4% | +3.4% |
| YTD | +141.9% | +21.8% | +120.2% | +100.7% |
| 1Y | +189.8% | +25.3% | +164.6% | +135.6% |
| 3Y | +855.4% | +101.2% | +754.2% | +508.2% |
| All | +855.4% | +102.2% | +753.2% | +508.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling