+1,315.7%
MU vs FTV
+2.3%
+1,313.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.8% |
| 7D | +9.0% | -4.5% | +13.5% | +12.7% |
| 30D | +13.8% | -7.1% | +20.9% | +20.2% |
| 3M | +2.1% | -7.2% | +9.2% | +7.1% |
| 6M | +153.8% | -1.5% | +155.3% | +153.6% |
| YTD | +256.4% | +3.5% | +252.9% | +230.8% |
| 1Y | +719.8% | +20.3% | +699.4% | +560.5% |
| 3Y | +1,360.4% | -3.1% | +1,363.5% | +1,327.5% |
| All | +1,315.7% | +2.3% | +1,313.4% | +1,109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling