+265.1%
MU vs FIG
-52.3%
+317.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.2% | -12.2% | -6.2% |
| 7D | -19.1% | -4.7% | -14.5% | -19.6% |
| 30D | -25.2% | +0.5% | -25.8% | -24.9% |
| 3M | -10.9% | -18.4% | +7.5% | -12.8% |
| 6M | +38.0% | +10.9% | +27.1% | +44.8% |
| YTD | +178.8% | -40.8% | +219.6% | +251.0% |
| 1Y | +265.1% | -51.7% | +316.8% | +405.4% |
| All | +265.1% | -52.3% | +317.4% | +405.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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