+4,524.1%
MU vs FIVE
+505.3%
+4,018.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | +21.6% | +2.4% | +19.2% | +20.6% |
| 30D | -16.2% | +15.8% | -32.1% | -20.7% |
| 3M | -12.4% | +3.8% | -16.2% | -14.4% |
| 6M | +4.2% | +18.5% | -14.3% | -3.5% |
| YTD | +180.0% | +31.2% | +148.7% | +147.0% |
| 1Y | +226.4% | +61.8% | +164.6% | +166.1% |
| 3Y | +969.7% | +39.9% | +929.9% | +734.1% |
| 5Y | +957.9% | +18.3% | +939.6% | +741.0% |
| All | +4,524.1% | +505.3% | +4,018.8% | +2,348.0% |
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 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