+6,028.8%
MU vs GD
+190.3%
+5,838.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +7.1% |
| 7D | +9.0% | -5.3% | +14.2% | +12.1% |
| 30D | +13.8% | -6.4% | +20.2% | +17.7% |
| 3M | +2.1% | +5.7% | -3.6% | -2.4% |
| 6M | +153.8% | -0.9% | +154.8% | +150.4% |
| YTD | +256.4% | +8.2% | +248.2% | +230.8% |
| 1Y | +719.8% | +13.4% | +706.3% | +639.4% |
| 3Y | +1,360.4% | +68.5% | +1,291.9% | +908.8% |
| 5Y | +1,312.4% | +97.2% | +1,215.3% | +753.2% |
| All | +6,028.8% | +190.3% | +5,838.5% | +2,834.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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