+2,396.1%
MUU vs FCUV
-93.4%
+2,489.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.1% |
| 7D | -8.2% | -66.5% | +58.2% | -9.2% |
| 30D | +10.2% | +5.0% | +5.2% | +11.2% |
| 3M | -26.5% | +63.8% | -90.3% | -18.5% |
| 6M | +227.2% | -67.8% | +295.1% | +285.6% |
| YTD | +527.4% | -82.4% | +609.8% | +657.5% |
| 1Y | +1,843.7% | -94.7% | +1,938.4% | +2,363.3% |
| All | +2,396.1% | -93.4% | +2,489.5% | +2,949.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling