+3,169.4%
MU vs USFR
+28.5%
+3,140.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -12.0% | +0.1% | -12.1% | -12.1% |
| 30D | -28.7% | +0.4% | -29.1% | -28.9% |
| 3M | -16.4% | +1.1% | -17.5% | -17.0% |
| 6M | -1.8% | +2.0% | -3.8% | -3.1% |
| YTD | +157.1% | +3.4% | +153.7% | +151.5% |
| 1Y | +208.5% | +4.1% | +204.4% | +200.6% |
| 3Y | +906.2% | +14.3% | +891.8% | +825.5% |
| 5Y | +893.4% | +21.3% | +872.1% | +782.9% |
| 10Y | +4,271.9% | +28.5% | +4,243.4% | +3,692.3% |
| All | +3,169.4% | +28.5% | +3,140.9% | +2,660.9% |
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