+228.8%
MU vs COMP
+7.7%
+221.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.8% |
| 7D | +12.8% | 0.0% | +12.8% | +12.8% |
| 30D | -14.9% | +16.6% | -31.4% | -16.8% |
| 3M | -18.0% | -23.5% | +5.5% | -15.0% |
| 6M | -3.1% | +25.7% | -28.9% | -8.6% |
| YTD | +172.9% | -3.4% | +176.3% | +147.9% |
| 1Y | +228.8% | +7.6% | +221.3% | +178.5% |
| All | +228.8% | +7.7% | +221.1% | +178.5% |
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