+226.4%
MU vs USFR
+4.1%
+222.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +21.6% | +0.1% | +21.6% | +23.1% |
| 30D | -16.2% | +0.4% | -16.6% | -9.9% |
| 3M | -12.4% | +1.0% | -13.4% | +7.2% |
| 6M | +4.2% | +2.0% | +2.2% | +40.3% |
| YTD | +180.0% | +3.4% | +176.5% | +160.8% |
| 1Y | +226.4% | +4.1% | +222.3% | +97.5% |
| All | +226.4% | +4.1% | +222.3% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling