+1,010.0%
MU vs COMP
-49.4%
+1,059.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.1% |
| 7D | +7.2% | +4.1% | +3.1% | +6.5% |
| 30D | +14.0% | -14.5% | +28.5% | +16.4% |
| 3M | +5.4% | +41.8% | -36.4% | -0.4% |
| 6M | +170.3% | +23.6% | +146.7% | +157.8% |
| YTD | +250.7% | +1.7% | +249.0% | +241.4% |
| 1Y | +662.1% | +12.6% | +649.5% | +627.6% |
| 3Y | +1,341.2% | +221.9% | +1,119.3% | +1,023.1% |
| 5Y | +1,319.3% | -28.1% | +1,347.5% | +1,066.6% |
| All | +1,010.0% | -49.4% | +1,059.4% | +789.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling