+938.2%
MU vs FIVE
+16.7%
+921.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +12.8% | +2.7% | +10.1% | +11.8% |
| 30D | -14.9% | +12.7% | -27.5% | -18.3% |
| 3M | -18.0% | +2.1% | -20.1% | -19.3% |
| 6M | -3.1% | +17.5% | -20.6% | -9.6% |
| YTD | +172.9% | +31.0% | +141.9% | +142.4% |
| 1Y | +228.8% | +67.7% | +161.1% | +167.1% |
| 3Y | +950.8% | +43.4% | +907.5% | +699.2% |
| All | +938.2% | +16.7% | +921.5% | +693.7% |
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