+265.1%
MU vs FIVE
+63.3%
+201.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +6.7% | -13.7% | -8.1% |
| 7D | -19.1% | +7.5% | -26.6% | -20.2% |
| 30D | -25.2% | +16.7% | -42.0% | -27.5% |
| 3M | -10.9% | +13.4% | -24.3% | -14.0% |
| 6M | +38.0% | +9.0% | +28.9% | +34.8% |
| YTD | +178.8% | +33.8% | +145.0% | +150.9% |
| 1Y | +265.1% | +61.2% | +204.0% | +210.0% |
| All | +265.1% | +63.3% | +201.9% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling