+847.8%
MU vs FITB
+44.6%
+803.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.5% |
| 7D | -22.0% | -1.5% | -20.5% | -21.4% |
| 30D | -36.6% | +5.8% | -42.4% | -38.5% |
| 3M | -21.7% | -6.1% | -15.6% | -19.3% |
| 6M | +3.5% | +5.9% | -2.4% | -1.2% |
| YTD | +141.9% | +16.1% | +125.8% | +117.7% |
| 1Y | +189.8% | +28.8% | +161.0% | +145.5% |
| 3Y | +855.4% | +126.0% | +729.3% | +497.8% |
| All | +847.8% | +44.6% | +803.2% | +695.6% |
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