+8,403.0%
MU vs FLEX
+5,196.9%
+3,206.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.1% |
| 7D | -15.2% | -13.6% | -1.6% | -9.0% |
| 30D | -29.5% | -36.5% | +7.0% | -13.5% |
| 3M | -15.8% | -36.4% | +20.7% | +2.7% |
| 6M | -2.9% | -46.5% | +43.6% | +31.1% |
| YTD | +154.2% | +25.9% | +128.3% | +126.7% |
| 1Y | +186.6% | +19.6% | +167.0% | +162.0% |
| 3Y | +871.5% | +287.0% | +584.5% | +441.1% |
| 5Y | +911.7% | +466.6% | +445.1% | +372.4% |
| 10Y | +4,277.4% | +626.9% | +3,650.4% | +1,593.4% |
| All | +8,403.0% | +5,196.9% | +3,206.1% | +1,602.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling