-25.9%
AMAT vs MUZ
-42.6%
+16.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +14.2% | -17.5% | +1.7% |
| 7D | -11.2% | +47.2% | -58.4% | +2.8% |
| 30D | -31.9% | +57.1% | -89.0% | -17.6% |
| 3M | -32.3% | -5.3% | -27.1% | -29.4% |
| All | -25.9% | -42.6% | +16.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 1y: compounded portfolio wealth divided by compounded MUZ 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…
1y analysis · Full analysis span regression · Available span rolling