+1,028.1%
MU vs COMP
-47.7%
+1,075.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +6.0% |
| 7D | +9.0% | +1.4% | +7.6% | +8.7% |
| 30D | +13.8% | -13.3% | +27.1% | +16.0% |
| 3M | +2.1% | +41.1% | -39.0% | -3.5% |
| 6M | +153.8% | +17.2% | +136.6% | +144.0% |
| YTD | +256.4% | +5.2% | +251.2% | +245.3% |
| 1Y | +719.8% | +18.9% | +700.8% | +676.6% |
| 3Y | +1,360.4% | +215.9% | +1,144.5% | +1,041.3% |
| 5Y | +1,312.4% | -31.2% | +1,343.6% | +1,053.1% |
| All | +1,028.1% | -47.7% | +1,075.8% | +799.1% |
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