+4,272.4%
MU vs FFIV
+6,144.1%
-1,871.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +11.6% |
| 7D | +2.0% | -2.9% | +5.0% | +3.3% |
| 30D | -18.0% | -32.4% | +14.5% | -8.1% |
| 3M | -6.6% | -22.7% | +16.1% | +0.1% |
| 6M | +2.0% | -10.7% | +12.7% | +4.6% |
| YTD | +184.5% | +25.4% | +159.1% | +161.3% |
| 1Y | +236.9% | +34.2% | +202.7% | +203.0% |
| 3Y | +987.0% | +101.2% | +885.8% | +765.6% |
| 5Y | +1,014.6% | +42.0% | +972.7% | +887.5% |
| 10Y | +4,609.2% | +126.7% | +4,482.5% | +3,554.7% |
| All | +4,272.4% | +6,144.1% | -1,871.7% | +1,290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling