+628.5%
MU vs COMP
-56.6%
+685.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -8.2% | -9.3% | -16.3% |
| 7D | -29.7% | -1.8% | -27.9% | -29.5% |
| 30D | -37.2% | -0.8% | -36.5% | -37.3% |
| 3M | -26.5% | -28.1% | +1.6% | -23.3% |
| 6M | +2.6% | +27.0% | -24.4% | -2.5% |
| YTD | +130.1% | -12.8% | +142.9% | +128.3% |
| 1Y | +176.7% | +4.9% | +171.8% | +167.2% |
| 3Y | +813.1% | +321.0% | +492.1% | +584.2% |
| 5Y | +822.0% | -25.6% | +847.5% | +672.6% |
| All | +628.5% | -56.6% | +685.1% | +494.6% |
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