+1,014.6%
MU vs FFIV
+41.1%
+973.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.4% |
| 7D | +2.0% | -2.9% | +5.0% | +4.5% |
| 30D | -18.0% | -32.4% | +14.5% | +0.9% |
| 3M | -6.6% | -22.7% | +16.1% | +4.7% |
| 6M | +2.0% | -10.7% | +12.7% | +4.2% |
| YTD | +184.5% | +25.4% | +159.1% | +128.7% |
| 1Y | +236.9% | +34.2% | +202.7% | +158.1% |
| 3Y | +987.0% | +101.2% | +885.8% | +514.2% |
| 5Y | +1,014.6% | +42.0% | +972.7% | +655.1% |
| All | +1,014.6% | +41.1% | +973.5% | +655.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling