+106,206.6%
MU vs GAP
+2,258.2%
+103,948.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.9% |
| 7D | +9.0% | -4.5% | +13.4% | +10.5% |
| 30D | +13.8% | +9.0% | +4.8% | +9.8% |
| 3M | +2.1% | +5.0% | -2.9% | -1.0% |
| 6M | +153.8% | -17.8% | +171.6% | +162.5% |
| YTD | +256.4% | -10.4% | +266.8% | +257.2% |
| 1Y | +719.8% | -3.4% | +723.1% | +698.5% |
| 3Y | +1,360.4% | +111.5% | +1,248.9% | +913.8% |
| 5Y | +1,312.4% | +8.8% | +1,303.6% | +1,031.7% |
| 10Y | +6,142.6% | +32.9% | +6,109.7% | +3,706.4% |
| All | +106,206.6% | +2,258.2% | +103,948.4% | +12,433.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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