+6,028.8%
MU vs FIVE
+478.4%
+5,550.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.1% | +1.0% | +4.2% |
| 7D | +9.0% | +4.3% | +4.7% | +7.4% |
| 30D | +13.8% | +12.5% | +1.3% | +8.4% |
| 3M | +2.1% | +31.2% | -29.2% | -8.2% |
| 6M | +153.8% | +14.4% | +139.4% | +137.2% |
| YTD | +256.4% | +33.9% | +222.5% | +213.9% |
| 1Y | +719.8% | +65.1% | +654.7% | +566.3% |
| 3Y | +1,360.4% | +49.0% | +1,311.4% | +1,014.4% |
| 5Y | +1,312.4% | +30.3% | +1,282.1% | +985.5% |
| All | +6,028.8% | +478.4% | +5,550.4% | +3,153.2% |
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