+808.8%
MU vs GD
+55.3%
+753.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.3% | -15.1% | -17.0% |
| 7D | -29.7% | -3.9% | -25.8% | -29.1% |
| 30D | -37.2% | +8.1% | -45.3% | -38.1% |
| 3M | -26.5% | -6.8% | -19.7% | -25.1% |
| 6M | +2.6% | +3.0% | -0.4% | +0.8% |
| YTD | +130.1% | +7.8% | +122.4% | +118.5% |
| 1Y | +176.7% | +5.8% | +170.9% | +165.6% |
| All | +808.8% | +55.3% | +753.5% | +648.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling