+10,920.2%
MU vs FN
+3,620.5%
+7,299.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +3.0% | +4.8% |
| 7D | +9.0% | -1.7% | +10.7% | +9.8% |
| 30D | +13.8% | -22.0% | +35.8% | +24.6% |
| 3M | +2.1% | -43.0% | +45.1% | +27.6% |
| 6M | +153.8% | -27.7% | +181.6% | +180.1% |
| YTD | +256.4% | -10.5% | +266.9% | +258.0% |
| 1Y | +719.8% | +12.5% | +707.3% | +654.0% |
| 3Y | +1,360.4% | +153.8% | +1,206.6% | +842.5% |
| 5Y | +1,312.4% | +288.0% | +1,024.4% | +645.1% |
| 10Y | +6,142.6% | +906.4% | +5,236.2% | +2,217.6% |
| All | +10,920.2% | +3,620.5% | +7,299.6% | +2,783.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling