+265.1%
MU vs FTV
+37.8%
+227.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.3% | -9.3% | -7.0% |
| 7D | -19.1% | +6.6% | -25.7% | -19.3% |
| 30D | -25.2% | +19.1% | -44.3% | -25.9% |
| 3M | -10.9% | +13.1% | -24.0% | -11.4% |
| 6M | +38.0% | +14.0% | +24.0% | +38.4% |
| YTD | +178.8% | +24.2% | +154.6% | +180.4% |
| 1Y | +265.1% | +36.4% | +228.8% | +276.7% |
| All | +265.1% | +37.8% | +227.4% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling