+3,773.6%
MU vs FN
+663.9%
+3,109.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -14.2% | -3.2% | -10.4% |
| 7D | -29.7% | -16.0% | -13.8% | -23.3% |
| 30D | -37.2% | -40.1% | +2.9% | -19.2% |
| 3M | -26.5% | -43.9% | +17.4% | -4.3% |
| 6M | +2.6% | -55.6% | +58.2% | +48.7% |
| YTD | +130.1% | -35.7% | +165.8% | +166.4% |
| 1Y | +176.7% | -39.8% | +216.5% | +230.5% |
| 3Y | +813.1% | +80.3% | +732.8% | +496.5% |
| 5Y | +822.0% | +143.3% | +678.7% | +382.2% |
| All | +3,773.6% | +663.9% | +3,109.7% | +1,010.9% |
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