+265.1%
MU vs COMP
+23.8%
+241.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.7% | -14.7% | -7.9% |
| 7D | -19.1% | +9.5% | -28.6% | -20.1% |
| 30D | -25.2% | +8.1% | -33.3% | -26.2% |
| 3M | -10.9% | -16.3% | +5.4% | -9.0% |
| 6M | +38.0% | +42.2% | -4.2% | +27.0% |
| YTD | +178.8% | -5.0% | +183.8% | +156.3% |
| 1Y | +265.1% | +20.1% | +245.1% | +189.8% |
| All | +265.1% | +23.8% | +241.4% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling