-20.8%
AMAT vs MUZ
-52.7%
+32.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -23.9% | +29.9% | -2.4% |
| 7D | +7.0% | -17.7% | +24.6% | +4.8% |
| 30D | -20.6% | +14.5% | -35.1% | -10.0% |
| 3M | -24.8% | -25.7% | +1.0% | -24.4% |
| All | -20.8% | -52.7% | +32.0% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling