+11,547.6%
MU vs FIVE
+826.1%
+10,721.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.3% | -13.2% | -16.1% |
| 7D | -29.7% | -1.7% | -28.0% | -29.3% |
| 30D | -37.2% | +14.9% | -52.1% | -40.2% |
| 3M | -26.5% | +7.6% | -34.1% | -28.9% |
| 6M | +2.6% | +6.4% | -3.9% | -1.0% |
| YTD | +130.1% | +28.1% | +102.1% | +107.4% |
| 1Y | +176.7% | +54.7% | +122.0% | +133.9% |
| 3Y | +813.1% | +36.1% | +777.0% | +638.7% |
| 5Y | +822.0% | +14.9% | +807.1% | +660.4% |
| 10Y | +3,936.2% | +578.8% | +3,357.3% | +1,889.3% |
| All | +11,547.6% | +826.1% | +10,721.5% | +4,848.4% |
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 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