+72,065.9%
MU vs FITB
+2,780.8%
+69,285.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.4% |
| 7D | -22.0% | -1.5% | -20.5% | -21.6% |
| 30D | -36.6% | +5.8% | -42.4% | -37.8% |
| 3M | -21.7% | -6.1% | -15.6% | -20.1% |
| 6M | +3.5% | +5.9% | -2.4% | +0.6% |
| YTD | +141.9% | +16.1% | +125.8% | +126.9% |
| 1Y | +189.8% | +28.8% | +161.0% | +162.1% |
| 3Y | +855.4% | +126.0% | +729.3% | +611.8% |
| 5Y | +869.2% | +45.3% | +823.9% | +728.1% |
| 10Y | +4,142.8% | +255.4% | +3,887.4% | +2,472.0% |
| All | +72,065.9% | +2,780.8% | +69,285.1% | +13,465.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling