+938.2%
MU vs FITB
+48.6%
+889.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.1% |
| 7D | +12.8% | +2.8% | +10.0% | +11.3% |
| 30D | -14.9% | +9.8% | -24.6% | -18.9% |
| 3M | -18.0% | -5.2% | -12.9% | -15.9% |
| 6M | -3.1% | +17.3% | -20.4% | -12.3% |
| YTD | +172.9% | +19.3% | +153.6% | +142.2% |
| 1Y | +228.8% | +32.7% | +196.1% | +174.2% |
| 3Y | +950.8% | +141.6% | +809.3% | +535.7% |
| All | +938.2% | +48.6% | +889.6% | +759.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling