+106,206.6%
MU vs FITB
+2,855.6%
+103,351.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | +9.0% | +0.6% | +8.4% | +8.7% |
| 30D | +13.8% | -4.7% | +18.6% | +15.7% |
| 3M | +2.1% | +6.7% | -4.6% | -0.6% |
| 6M | +153.8% | +12.6% | +141.3% | +141.5% |
| YTD | +256.4% | +19.1% | +237.3% | +231.8% |
| 1Y | +719.8% | +22.6% | +697.1% | +653.1% |
| 3Y | +1,360.4% | +127.1% | +1,233.2% | +982.5% |
| 5Y | +1,312.4% | +71.8% | +1,240.6% | +1,040.3% |
| 10Y | +6,142.6% | +287.2% | +5,855.4% | +3,584.4% |
| All | +106,206.6% | +2,855.6% | +103,351.0% | +19,734.8% |
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 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