+4,271.9%
MU vs FTV
+113.3%
+4,158.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.6% | +4.2% |
| 7D | -12.0% | +0.4% | -12.4% | -11.9% |
| 30D | -28.7% | +17.2% | -45.9% | -36.7% |
| 3M | -16.4% | +8.9% | -25.3% | -21.9% |
| 6M | -1.8% | +11.3% | -13.1% | -10.5% |
| YTD | +157.1% | +21.9% | +135.1% | +111.6% |
| 1Y | +208.5% | +31.6% | +176.9% | +137.9% |
| 3Y | +906.2% | +38.1% | +868.1% | +658.5% |
| 5Y | +893.4% | +15.7% | +877.7% | +745.1% |
| 10Y | +4,271.9% | +107.5% | +4,164.4% | +2,352.5% |
| All | +4,271.9% | +113.3% | +4,158.5% | +2,352.5% |
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