+855.4%
MU vs FTV
+33.2%
+822.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -42.5% |
| 3M | -21.7% | +7.5% | -29.2% | -25.6% |
| 6M | +3.5% | +8.5% | -4.9% | -3.0% |
| YTD | +141.9% | +18.8% | +123.1% | +103.6% |
| 1Y | +189.8% | +28.5% | +161.3% | +123.9% |
| 3Y | +855.4% | +34.0% | +821.4% | +617.1% |
| All | +855.4% | +33.2% | +822.2% | +617.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling