+1,014.6%
MU vs GD
+102.9%
+911.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +11.9% | +11.9% |
| 7D | +2.0% | +0.6% | +1.4% | +2.0% |
| 30D | -18.0% | +9.5% | -27.4% | -19.9% |
| 3M | -6.6% | -5.8% | -0.7% | -4.9% |
| 6M | +2.0% | +7.7% | -5.7% | -1.4% |
| YTD | +184.5% | +11.1% | +173.4% | +168.8% |
| 1Y | +236.9% | +6.1% | +230.8% | +225.2% |
| 3Y | +987.0% | +59.8% | +927.1% | +778.6% |
| 5Y | +1,014.6% | +104.6% | +910.0% | +671.8% |
| All | +1,014.6% | +102.9% | +911.7% | +671.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling