+2,977.0%
MU vs USFR
+28.5%
+2,948.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | +0.1% | -22.1% | -22.1% |
| 30D | -36.6% | +0.4% | -37.0% | -36.7% |
| 3M | -21.7% | +1.1% | -22.8% | -22.2% |
| 6M | +3.5% | +2.1% | +1.5% | +2.2% |
| YTD | +141.9% | +3.4% | +138.5% | +136.7% |
| 1Y | +189.8% | +4.1% | +185.7% | +182.3% |
| 3Y | +855.4% | +14.4% | +841.0% | +778.5% |
| 5Y | +869.2% | +21.3% | +847.8% | +761.2% |
| 10Y | +4,142.8% | +28.5% | +4,114.4% | +3,580.3% |
| All | +2,977.0% | +28.5% | +2,948.4% | +2,498.3% |
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