+911.7%
MU vs FIVE
+18.8%
+892.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -15.2% | +7.3% | -22.5% | -17.2% |
| 30D | -29.5% | +18.1% | -47.6% | -33.4% |
| 3M | -15.8% | +7.7% | -23.5% | -18.5% |
| 6M | -2.9% | +13.6% | -16.5% | -8.4% |
| YTD | +154.2% | +34.6% | +119.7% | +123.9% |
| 1Y | +186.6% | +66.2% | +120.3% | +133.8% |
| 3Y | +871.5% | +43.5% | +828.0% | +640.9% |
| 5Y | +911.7% | +20.7% | +891.0% | +664.4% |
| All | +911.7% | +18.8% | +892.9% | +664.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling