+6,169.9%
MU vs FLR
+17.1%
+6,152.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +5.9% | +3.6% |
| 7D | +7.5% | -3.1% | +10.6% | +8.3% |
| 30D | +19.4% | +4.9% | +14.4% | +17.7% |
| 3M | +9.8% | +10.8% | -1.0% | +7.3% |
| 6M | +164.1% | +19.7% | +144.5% | +151.8% |
| YTD | +260.3% | +38.4% | +222.0% | +231.7% |
| 1Y | +661.2% | +34.7% | +626.5% | +604.0% |
| 3Y | +1,380.8% | +56.7% | +1,324.2% | +1,204.7% |
| 5Y | +1,346.4% | +241.6% | +1,104.8% | +962.0% |
| 10Y | +6,169.9% | +20.2% | +6,149.7% | +5,264.2% |
| All | +6,169.9% | +17.1% | +6,152.8% | +5,264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling