+2,789.2%
MU vs FND
+57.9%
+2,731.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.7% |
| 7D | +12.8% | -6.8% | +19.6% | +15.8% |
| 30D | -14.9% | +8.0% | -22.8% | -18.2% |
| 3M | -18.0% | -18.9% | +0.9% | -12.6% |
| 6M | -3.1% | +4.7% | -7.8% | -7.9% |
| YTD | +172.9% | -21.6% | +194.5% | +185.1% |
| 1Y | +228.8% | -22.0% | +250.9% | +243.3% |
| 3Y | +950.8% | -40.4% | +991.3% | +1,073.0% |
| 5Y | +931.3% | -63.8% | +995.1% | +1,217.8% |
| All | +2,789.2% | +57.9% | +2,731.3% | +1,868.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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