+665.8%
MU vs COMP
-52.0%
+717.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.7% | -5.6% | +3.6% |
| 7D | -22.0% | +13.4% | -35.5% | -23.4% |
| 30D | -36.6% | +11.1% | -47.7% | -37.6% |
| 3M | -21.7% | -18.8% | -2.9% | -19.7% |
| 6M | +3.5% | +10.5% | -7.0% | +0.8% |
| YTD | +141.9% | -3.4% | +145.3% | +136.5% |
| 1Y | +189.8% | +19.7% | +170.1% | +174.6% |
| 3Y | +855.4% | +381.6% | +473.8% | +602.0% |
| 5Y | +869.2% | -17.6% | +886.8% | +700.2% |
| All | +665.8% | -52.0% | +717.8% | +515.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling