+5,112.5%
MU vs FIX
+12,471.5%
-7,358.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.4% |
| 7D | +9.0% | +6.0% | +2.9% | +6.8% |
| 30D | +13.8% | -7.2% | +21.1% | +16.8% |
| 3M | +2.1% | -15.9% | +17.9% | +10.4% |
| 6M | +153.8% | +12.7% | +141.1% | +150.0% |
| YTD | +256.4% | +72.8% | +183.6% | +205.6% |
| 1Y | +719.8% | +122.9% | +596.9% | +547.0% |
| 3Y | +1,360.4% | +774.3% | +586.0% | +634.0% |
| 5Y | +1,312.4% | +2,049.5% | -737.1% | +433.8% |
| 10Y | +6,142.6% | +5,821.5% | +321.1% | +1,572.1% |
| All | +5,112.5% | +12,471.5% | -7,358.9% | +676.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling