+847.8%
MU vs FLR
+93.7%
+754.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.3% | +1.8% | +3.7% |
| 7D | -22.0% | -0.8% | -21.2% | -21.4% |
| 30D | -36.6% | -9.1% | -27.5% | -33.6% |
| 3M | -21.7% | -4.7% | -17.1% | -20.8% |
| 6M | +3.5% | -14.2% | +17.8% | +9.8% |
| YTD | +141.9% | +17.3% | +124.6% | +127.1% |
| 1Y | +189.8% | +4.3% | +185.6% | +183.9% |
| 3Y | +855.4% | +30.7% | +824.6% | +732.4% |
| All | +847.8% | +93.7% | +754.2% | +633.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling