-40.2%
AMAT vs MUZ
+24.4%
-64.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +33.9% | -47.5% | -2.8% |
| 7D | -24.3% | +79.0% | -103.3% | -6.3% |
| 30D | -39.8% | +104.4% | -144.2% | -22.0% |
| 3M | -40.2% | +27.0% | -67.1% | -29.0% |
| All | -40.2% | +24.4% | -64.6% | -29.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling