+661.2%
MU vs FLR
+33.3%
+627.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +5.9% | +4.5% |
| 7D | +7.5% | -3.1% | +10.6% | +9.1% |
| 30D | +19.4% | +4.9% | +14.4% | +15.7% |
| 3M | +9.8% | +10.8% | -1.0% | +3.8% |
| 6M | +164.1% | +19.7% | +144.5% | +135.5% |
| YTD | +260.3% | +38.4% | +222.0% | +198.8% |
| 1Y | +661.2% | +34.7% | +626.5% | +521.8% |
| All | +661.2% | +33.3% | +627.8% | +521.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling