+8,653.2%
MU vs FTV
+90.8%
+8,562.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.0% |
| 3M | +2.1% | -7.2% | +9.2% | +7.0% |
| 6M | +153.8% | -1.5% | +155.3% | +154.0% |
| YTD | +256.4% | +3.5% | +252.9% | +233.3% |
| 1Y | +719.8% | +20.3% | +699.4% | +577.9% |
| 3Y | +1,360.4% | -3.1% | +1,363.5% | +1,341.7% |
| 5Y | +1,312.4% | +2.3% | +1,310.1% | +1,223.1% |
| 10Y | +6,142.6% | +76.3% | +6,066.3% | +4,247.9% |
| All | +8,653.2% | +90.8% | +8,562.5% | +5,799.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling