+4,271.9%
MU vs FIVE
+596.6%
+3,675.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.6% | +0.7% | +4.2% |
| 7D | -12.0% | +6.2% | -18.2% | -13.9% |
| 30D | -28.7% | +18.2% | -46.9% | -33.0% |
| 3M | -16.4% | +3.8% | -20.3% | -18.3% |
| 6M | -1.8% | +13.7% | -15.5% | -7.8% |
| YTD | +157.1% | +34.7% | +122.3% | +124.8% |
| 1Y | +208.5% | +66.6% | +141.9% | +149.0% |
| 3Y | +906.2% | +44.3% | +861.9% | +676.2% |
| 5Y | +893.4% | +18.8% | +874.6% | +689.6% |
| 10Y | +4,271.9% | +569.2% | +3,702.7% | +2,167.4% |
| All | +4,271.9% | +596.6% | +3,675.3% | +2,167.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling