+4,432.7%
MU vs USFR
+27.5%
+4,405.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | +0.1% | +8.9% | +8.9% |
| 30D | +13.8% | +0.3% | +13.5% | +13.6% |
| 3M | +2.1% | +1.0% | +1.1% | +1.4% |
| 6M | +153.8% | +1.9% | +151.9% | +150.6% |
| YTD | +256.4% | +2.6% | +253.8% | +250.4% |
| 1Y | +719.8% | +4.0% | +715.8% | +699.2% |
| 3Y | +1,360.4% | +14.1% | +1,346.3% | +1,245.5% |
| 5Y | +1,312.4% | +20.4% | +1,292.0% | +1,161.1% |
| 10Y | +6,142.6% | +28.0% | +6,114.6% | +5,330.5% |
| All | +4,432.7% | +27.5% | +4,405.1% | +3,746.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling