+1,362.4%
MU vs FIVE
+50.0%
+1,312.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.1% | +1.0% | +4.6% |
| 7D | +9.0% | +4.3% | +4.7% | +7.7% |
| 30D | +13.8% | +12.5% | +1.3% | +9.4% |
| 3M | +2.1% | +31.2% | -29.2% | -6.3% |
| 6M | +153.8% | +14.4% | +139.4% | +140.6% |
| YTD | +256.4% | +33.9% | +222.5% | +221.7% |
| 1Y | +719.8% | +65.1% | +654.7% | +593.2% |
| All | +1,362.4% | +50.0% | +1,312.4% | +791.2% |
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 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