+4,014.6%
MU vs FTV
+107.8%
+3,906.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | -22.0% | +0.2% | -22.2% | -21.9% |
| 30D | -36.6% | +15.7% | -52.2% | -43.2% |
| 3M | -21.7% | +7.5% | -29.2% | -26.2% |
| 6M | +3.5% | +8.5% | -4.9% | -3.9% |
| YTD | +141.9% | +18.8% | +123.1% | +103.0% |
| 1Y | +189.8% | +28.5% | +161.3% | +127.2% |
| 3Y | +855.4% | +34.0% | +821.4% | +636.2% |
| 5Y | +869.2% | +12.6% | +856.6% | +740.9% |
| All | +4,014.6% | +107.8% | +3,906.7% | +2,252.6% |
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