+106,206.6%
MU vs FICO
+104,095.6%
+2,111.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -16.7% | +22.8% | +10.5% |
| 7D | +9.0% | -19.2% | +28.2% | +14.4% |
| 30D | +13.8% | -14.6% | +28.4% | +17.4% |
| 3M | +2.1% | -20.1% | +22.2% | +4.5% |
| 6M | +153.8% | -36.3% | +190.1% | +171.3% |
| YTD | +256.4% | -44.9% | +301.2% | +293.8% |
| 1Y | +719.8% | -38.6% | +758.4% | +768.4% |
| 3Y | +1,360.4% | +4.0% | +1,356.4% | +1,216.7% |
| 5Y | +1,312.4% | +99.5% | +1,212.9% | +940.7% |
| 10Y | +6,142.6% | +604.7% | +5,537.9% | +3,278.7% |
| All | +106,206.6% | +104,095.6% | +2,111.1% | +40,667.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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