+662.1%
MU vs FITB
+23.3%
+638.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | +7.2% | +2.8% | +4.3% | +6.8% |
| 30D | +14.0% | -4.5% | +18.5% | +14.6% |
| 3M | +5.4% | +5.7% | -0.3% | +4.3% |
| 6M | +170.3% | +17.1% | +153.2% | +158.8% |
| YTD | +250.7% | +18.3% | +232.3% | +233.7% |
| 1Y | +662.1% | +23.9% | +638.2% | +629.8% |
| All | +662.1% | +23.3% | +638.8% | +629.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling