+978.0%
MU vs FLEX
+297.5%
+680.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.8% |
| 7D | +21.6% | +17.1% | +4.6% | +8.6% |
| 30D | -16.2% | -29.5% | +13.3% | +6.4% |
| 3M | -12.4% | -37.3% | +24.9% | +19.6% |
| 6M | +4.2% | -44.1% | +48.3% | +58.0% |
| YTD | +180.0% | +29.3% | +150.7% | +112.3% |
| 1Y | +226.4% | +24.2% | +202.2% | +155.5% |
| All | +978.0% | +297.5% | +680.5% | +284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 3y: compounded portfolio wealth divided by compounded FLEX 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…
3y analysis · Full analysis span regression · 6 months rolling