-26.5%
MU vs FN
-43.9%
+17.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -14.2% | -3.2% | -10.0% |
| 7D | -29.7% | -16.0% | -13.8% | -22.6% |
| 30D | -37.2% | -40.1% | +2.9% | -21.2% |
| 3M | -26.5% | -43.9% | +17.4% | -6.1% |
| All | -26.5% | -43.9% | +17.4% | -6.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling