+822.0%
MU vs FN
+148.3%
+673.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -14.2% | -3.2% | -10.5% |
| 7D | -29.7% | -16.0% | -13.8% | -23.4% |
| 30D | -37.2% | -40.1% | +2.9% | -19.8% |
| 3M | -26.5% | -43.9% | +17.4% | -4.9% |
| 6M | +2.6% | -55.6% | +58.2% | +46.9% |
| YTD | +130.1% | -35.7% | +165.8% | +165.7% |
| 1Y | +176.7% | -39.8% | +216.5% | +229.1% |
| 3Y | +813.1% | +80.3% | +732.8% | +532.3% |
| 5Y | +822.0% | +143.3% | +678.7% | +409.2% |
| All | +822.0% | +148.3% | +673.7% | +409.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling