+978.0%
MU vs FITB
+141.3%
+836.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | +21.6% | +0.8% | +20.8% | +21.2% |
| 30D | -16.2% | +7.3% | -23.5% | -19.2% |
| 3M | -12.4% | -6.3% | -6.1% | -9.5% |
| 6M | +4.2% | +12.6% | -8.4% | -3.9% |
| YTD | +180.0% | +18.0% | +162.0% | +147.2% |
| 1Y | +226.4% | +28.9% | +197.5% | +171.6% |
| All | +978.0% | +141.3% | +836.7% | +626.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling