+822.0%
MU vs GD
+97.4%
+724.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.3% | -15.1% | -16.8% |
| 7D | -29.7% | -3.9% | -25.8% | -28.9% |
| 30D | -37.2% | +8.1% | -45.3% | -38.5% |
| 3M | -26.5% | -6.8% | -19.7% | -25.0% |
| 6M | +2.6% | +3.0% | -0.4% | +0.5% |
| YTD | +130.1% | +7.8% | +122.4% | +119.2% |
| 1Y | +176.7% | +5.8% | +170.9% | +165.9% |
| 3Y | +813.1% | +55.3% | +757.8% | +643.5% |
| 5Y | +822.0% | +96.7% | +725.3% | +542.4% |
| All | +822.0% | +97.4% | +724.5% | +542.4% |
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