+572.9%
MU vs FIG
-77.2%
+650.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.1% | +6.4% |
| 7D | -12.0% | -12.6% | +0.6% | -12.7% |
| 30D | -28.7% | -13.8% | -15.0% | -29.3% |
| 3M | -16.4% | -16.7% | +0.3% | -17.1% |
| 6M | -1.8% | -6.1% | +4.3% | -0.7% |
| YTD | +157.1% | -48.1% | +205.2% | +173.2% |
| 1Y | +208.5% | -56.2% | +264.7% | +230.6% |
| All | +572.9% | -77.2% | +650.1% | +605.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling