+17,936.5%
MU vs FIVE
+868.1%
+17,068.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.1% | +1.0% | +4.4% |
| 7D | +9.0% | +4.3% | +4.7% | +7.5% |
| 30D | +13.8% | +12.5% | +1.3% | +9.0% |
| 3M | +2.1% | +31.2% | -29.2% | -7.2% |
| 6M | +153.8% | +14.4% | +139.4% | +138.9% |
| YTD | +256.4% | +33.9% | +222.5% | +218.1% |
| 1Y | +719.8% | +65.1% | +654.7% | +580.9% |
| 3Y | +1,360.4% | +49.0% | +1,311.4% | +1,048.6% |
| 5Y | +1,312.4% | +30.3% | +1,282.1% | +1,021.1% |
| 10Y | +6,142.6% | +481.1% | +5,661.5% | +3,075.3% |
| All | +17,936.5% | +868.1% | +17,068.4% | +7,487.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling