+855.4%
MU vs FND
-36.7%
+892.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | -22.0% | +7.7% | -29.7% | -24.0% |
| 30D | -36.6% | +11.9% | -48.4% | -39.2% |
| 3M | -21.7% | -14.6% | -7.1% | -18.3% |
| 6M | +3.5% | +0.5% | +3.1% | +0.4% |
| YTD | +141.9% | -15.8% | +157.8% | +146.4% |
| 1Y | +189.8% | -12.9% | +202.8% | +190.0% |
| 3Y | +855.4% | -34.2% | +889.5% | +1,027.1% |
| All | +855.4% | -36.7% | +892.1% | +1,027.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling