+896.2%
MU vs ALL
+157.5%
+738.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -0.8% |
| 7D | -15.2% | -0.1% | -15.1% | -15.2% |
| 30D | -29.5% | +13.8% | -43.3% | -28.7% |
| 3M | -15.8% | -2.8% | -13.0% | -15.4% |
| 6M | -2.9% | +23.7% | -26.5% | -3.3% |
| YTD | +154.2% | +27.3% | +127.0% | +151.4% |
| 1Y | +186.6% | +30.5% | +156.0% | +181.8% |
| 3Y | +871.5% | +113.0% | +758.5% | +728.7% |
| All | +896.2% | +157.5% | +738.7% | +715.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling