+1,245.2%
MU vs GDDY
+29.8%
+1,215.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -4.1% | -3.2% | -0.9% | -3.7% |
| 30D | +7.0% | +6.8% | +0.2% | +5.5% |
| 3M | -2.1% | +30.5% | -32.5% | -9.4% |
| 6M | +133.1% | +13.3% | +119.7% | +120.5% |
| YTD | +241.9% | -21.0% | +262.9% | +266.1% |
| 1Y | +548.8% | -34.0% | +582.8% | +648.8% |
| 3Y | +1,308.2% | +33.1% | +1,275.1% | +1,001.3% |
| All | +1,245.2% | +29.8% | +1,215.4% | +1,001.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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