+1,315.7%
MU vs GD
+97.9%
+1,217.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.6% |
| 7D | +9.0% | -5.3% | +14.2% | +10.7% |
| 30D | +13.8% | -6.4% | +20.2% | +15.9% |
| 3M | +2.1% | +5.7% | -3.6% | -0.6% |
| 6M | +153.8% | -0.9% | +154.8% | +152.6% |
| YTD | +256.4% | +8.2% | +248.2% | +239.5% |
| 1Y | +719.8% | +13.4% | +706.3% | +665.8% |
| 3Y | +1,360.4% | +68.5% | +1,291.9% | +1,061.0% |
| All | +1,315.7% | +97.9% | +1,217.8% | +931.1% |
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