+950.8%
MU vs ALL
+117.7%
+833.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.4% |
| 7D | +12.8% | +5.0% | +7.8% | +15.5% |
| 30D | -14.9% | +13.3% | -28.2% | -9.3% |
| 3M | -18.0% | +3.2% | -21.2% | -15.6% |
| 6M | -3.1% | +25.3% | -28.5% | +7.2% |
| YTD | +172.9% | +30.5% | +142.4% | +203.9% |
| 1Y | +228.8% | +29.2% | +199.6% | +266.3% |
| 3Y | +950.8% | +119.1% | +831.7% | +1,072.4% |
| All | +950.8% | +117.7% | +833.1% | +1,072.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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