+6,144.5%
MU vs FTV
+126.9%
+6,017.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.8% |
| 7D | -15.2% | +1.4% | -16.6% | -15.7% |
| 30D | -29.5% | +18.3% | -47.8% | -37.7% |
| 3M | -15.8% | +9.8% | -25.6% | -21.7% |
| 6M | -2.9% | +12.3% | -15.2% | -11.9% |
| YTD | +154.2% | +23.1% | +131.2% | +108.5% |
| 1Y | +186.6% | +32.5% | +154.1% | +120.8% |
| 3Y | +871.5% | +38.3% | +833.2% | +635.8% |
| 5Y | +911.7% | +16.8% | +894.8% | +757.5% |
| 10Y | +4,277.4% | +106.6% | +4,170.8% | +2,553.3% |
| All | +6,144.5% | +126.9% | +6,017.5% | +3,590.3% |
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