+4,271.9%
MU vs FITB
+247.7%
+4,024.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.0% |
| 7D | -12.0% | -1.1% | -10.9% | -11.4% |
| 30D | -28.7% | +7.3% | -36.1% | -31.3% |
| 3M | -16.4% | -4.0% | -12.5% | -14.9% |
| 6M | -1.8% | +11.9% | -13.7% | -8.6% |
| YTD | +157.1% | +19.0% | +138.1% | +130.4% |
| 1Y | +208.5% | +31.0% | +177.5% | +162.8% |
| 3Y | +906.2% | +143.8% | +762.4% | +522.2% |
| 5Y | +893.4% | +48.9% | +844.5% | +669.8% |
| 10Y | +4,271.9% | +236.6% | +4,035.3% | +2,135.7% |
| All | +4,271.9% | +247.7% | +4,024.2% | +2,135.7% |
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