+1,362.4%
MU vs FLEX
+431.9%
+930.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.0% |
| 7D | +9.0% | -0.9% | +9.9% | +9.7% |
| 30D | +13.8% | -10.1% | +24.0% | +22.4% |
| 3M | +2.1% | -31.3% | +33.4% | +33.9% |
| 6M | +153.8% | +71.3% | +82.5% | +67.8% |
| YTD | +256.4% | +81.2% | +175.1% | +124.4% |
| 1Y | +719.8% | +98.5% | +621.3% | +381.6% |
| All | +1,362.4% | +431.9% | +930.5% | +426.4% |
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