+4,407.5%
MU vs FTV
+109.2%
+4,298.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +12.8% | +3.9% | +8.9% | +9.7% |
| 30D | -14.9% | +18.7% | -33.5% | -25.1% |
| 3M | -18.0% | +10.0% | -28.1% | -24.0% |
| 6M | -3.1% | +14.6% | -17.7% | -13.6% |
| YTD | +172.9% | +23.4% | +149.5% | +122.5% |
| 1Y | +228.8% | +31.3% | +197.5% | +154.2% |
| 3Y | +950.8% | +39.8% | +911.0% | +684.1% |
| 5Y | +931.3% | +17.7% | +913.6% | +765.8% |
| All | +4,407.5% | +109.2% | +4,298.3% | +2,252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling