+855.4%
MU vs FIVE
+34.8%
+820.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | -22.0% | -0.3% | -21.7% | -21.9% |
| 30D | -36.6% | +17.7% | -54.2% | -39.5% |
| 3M | -21.7% | +4.0% | -25.7% | -23.2% |
| 6M | +3.5% | +2.6% | +0.9% | +1.6% |
| YTD | +141.9% | +27.6% | +114.4% | +120.5% |
| 1Y | +189.8% | +59.9% | +129.9% | +146.4% |
| 3Y | +855.4% | +35.8% | +819.6% | +470.2% |
| All | +855.4% | +34.8% | +820.5% | +470.2% |
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