+4,598.6%
MU vs FIX
+3,723.1%
+875.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.0% | +6.8% | +9.2% |
| 7D | +2.0% | +6.4% | -4.4% | -0.5% |
| 30D | -18.0% | -29.1% | +11.1% | -1.8% |
| 3M | -6.6% | -31.1% | +24.6% | +12.7% |
| 6M | +2.0% | -42.8% | +44.8% | +38.6% |
| YTD | +184.5% | +24.6% | +159.8% | +166.5% |
| 1Y | +236.9% | +21.9% | +214.9% | +218.8% |
| 3Y | +987.0% | +524.9% | +462.0% | +370.4% |
| 5Y | +1,014.6% | +1,092.2% | -77.6% | +250.9% |
| All | +4,598.6% | +3,723.1% | +875.5% | +847.7% |
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