+3,971.9%
MU vs FN
+753.0%
+3,218.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.7% | -6.5% | -0.7% |
| 7D | -22.0% | 0.0% | -22.0% | -22.0% |
| 30D | -36.6% | -34.3% | -2.3% | -22.2% |
| 3M | -21.7% | -39.9% | +18.2% | -1.6% |
| 6M | +3.5% | -51.8% | +55.4% | +43.7% |
| YTD | +141.9% | -28.1% | +170.1% | +164.6% |
| 1Y | +189.8% | -29.1% | +218.9% | +218.9% |
| 3Y | +855.4% | +102.4% | +752.9% | +488.1% |
| 5Y | +869.2% | +171.7% | +697.5% | +379.0% |
| All | +3,971.9% | +753.0% | +3,218.9% | +1,003.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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