+5,778.3%
MU vs FITB
+285.0%
+5,493.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.3% |
| 7D | +7.2% | +2.8% | +4.3% | +5.7% |
| 30D | +14.0% | -4.5% | +18.5% | +16.6% |
| 3M | +5.4% | +5.7% | -0.3% | +1.9% |
| 6M | +170.3% | +17.1% | +153.2% | +145.6% |
| YTD | +250.7% | +18.3% | +232.3% | +215.9% |
| 1Y | +662.1% | +23.9% | +638.2% | +567.1% |
| 3Y | +1,341.2% | +131.1% | +1,210.1% | +811.8% |
| 5Y | +1,319.3% | +71.1% | +1,248.3% | +926.5% |
| 10Y | +5,778.3% | +283.9% | +5,494.4% | +2,661.9% |
| All | +5,778.3% | +285.0% | +5,493.3% | +2,661.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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