+265.1%
MU vs FIX
+14.3%
+250.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -15.1% | +8.1% | +5.5% |
| 7D | -19.1% | -18.9% | -0.2% | -4.7% |
| 30D | -25.2% | -36.3% | +11.0% | +7.4% |
| 3M | -10.9% | -38.5% | +27.6% | +31.0% |
| 6M | +38.0% | -42.3% | +80.3% | +122.0% |
| YTD | +178.8% | +17.1% | +161.7% | +152.1% |
| 1Y | +265.1% | +14.4% | +250.8% | +233.5% |
| All | +265.1% | +14.3% | +250.9% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling