-57.4%
MUZ vs FND
+10.0%
-67.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -0.7% | -23.1% | -23.9% |
| 7D | -17.7% | -4.4% | -13.3% | -17.8% |
| 30D | +14.5% | +14.5% | 0.0% | +15.0% |
| 3M | -25.7% | -15.6% | -10.1% | -30.4% |
| All | -57.4% | +10.0% | -67.4% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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 · Available span rolling