+186.6%
MU vs FIX
+13.3%
+173.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | -15.2% | -13.9% | -1.3% | -4.3% |
| 30D | -29.5% | -35.5% | +6.0% | +1.5% |
| 3M | -15.8% | -33.9% | +18.2% | +16.2% |
| 6M | -2.9% | -43.3% | +40.4% | +58.4% |
| YTD | +154.2% | +18.7% | +135.6% | +131.9% |
| 1Y | +186.6% | +13.8% | +172.8% | +167.7% |
| All | +186.6% | +13.3% | +173.3% | +167.7% |
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 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