+3,978.2%
MU vs FIX
+8,419.6%
-4,441.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -15.1% | +8.1% | -1.7% |
| 7D | -19.1% | -18.9% | -0.2% | -13.1% |
| 30D | -25.2% | -36.3% | +11.0% | -13.1% |
| 3M | -10.9% | -38.5% | +27.6% | +4.7% |
| 6M | +38.0% | -42.3% | +80.3% | +69.2% |
| YTD | +178.8% | +17.1% | +161.7% | +171.6% |
| 1Y | +265.1% | +14.4% | +250.8% | +259.1% |
| 3Y | +1,006.2% | +486.7% | +519.6% | +536.8% |
| 5Y | +1,027.5% | +1,083.7% | -56.2% | +416.0% |
| 10Y | +4,789.9% | +3,932.4% | +857.4% | +1,393.3% |
| All | +3,978.2% | +8,419.6% | -4,441.4% | +590.4% |
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