+189.8%
MU vs FIX
+3.4%
+186.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.4% | -0.3% | +0.5% |
| 7D | -22.0% | -17.5% | -4.6% | -8.7% |
| 30D | -36.6% | -41.6% | +5.0% | -0.3% |
| 3M | -21.7% | -40.6% | +18.9% | +18.9% |
| 6M | +3.5% | -49.4% | +52.9% | +86.2% |
| YTD | +141.9% | +9.2% | +132.8% | +135.8% |
| 1Y | +189.8% | +6.5% | +183.4% | +185.7% |
| All | +189.8% | +3.4% | +186.5% | +185.7% |
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