+808.8%
MU vs FIVE
+35.4%
+773.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.3% | -13.2% | -16.2% |
| 7D | -29.7% | -1.7% | -28.0% | -29.3% |
| 30D | -37.2% | +14.9% | -52.1% | -39.8% |
| 3M | -26.5% | +7.6% | -34.1% | -28.6% |
| 6M | +2.6% | +6.4% | -3.9% | -0.5% |
| YTD | +130.1% | +28.1% | +102.1% | +109.6% |
| 1Y | +176.7% | +54.7% | +122.0% | +137.5% |
| All | +808.8% | +35.4% | +773.5% | +441.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling