+1,341.2%
MU vs FLR
+60.4%
+1,280.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | +7.2% | +0.7% | +6.5% | +6.7% |
| 30D | +14.0% | -0.7% | +14.6% | +13.8% |
| 3M | +5.4% | +14.3% | -9.0% | -1.2% |
| 6M | +170.3% | +25.6% | +144.7% | +139.1% |
| YTD | +250.7% | +42.9% | +207.8% | +191.7% |
| 1Y | +662.1% | +38.7% | +623.4% | +537.3% |
| 3Y | +1,341.2% | +61.8% | +1,279.4% | +963.1% |
| All | +1,341.2% | +60.4% | +1,280.8% | +963.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling