+4,407.5%
MU vs FIX
+3,564.5%
+843.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.8% |
| 7D | +12.8% | +9.4% | +3.4% | +7.6% |
| 30D | -14.9% | -27.8% | +12.9% | +0.9% |
| 3M | -18.0% | -35.6% | +17.5% | +2.4% |
| 6M | -3.1% | -45.2% | +42.1% | +34.7% |
| YTD | +172.9% | +19.5% | +153.4% | +161.6% |
| 1Y | +228.8% | +24.2% | +204.6% | +209.8% |
| 3Y | +950.8% | +494.2% | +456.7% | +366.9% |
| 5Y | +931.3% | +1,036.1% | -104.9% | +233.0% |
| All | +4,407.5% | +3,564.5% | +843.0% | +830.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling