+808.8%
MU vs B
+164.0%
+644.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.5% | -18.0% | -17.7% |
| 7D | -29.7% | +4.3% | -34.1% | -31.4% |
| 30D | -37.2% | -0.9% | -36.3% | -37.3% |
| 3M | -26.5% | -1.4% | -25.1% | -26.9% |
| 6M | +2.6% | +5.0% | -2.5% | +0.3% |
| YTD | +130.1% | -5.8% | +136.0% | +132.4% |
| 1Y | +176.7% | +25.6% | +151.1% | +154.1% |
| All | +808.8% | +164.0% | +644.8% | +567.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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