+236.9%
MU vs GEV
+39.5%
+197.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.4% | +10.5% | +10.8% |
| 7D | +2.0% | -3.0% | +5.0% | +5.2% |
| 30D | -18.0% | -18.9% | +0.9% | -4.0% |
| 3M | -6.6% | -20.1% | +13.5% | +9.9% |
| 6M | +2.0% | -24.6% | +26.6% | +26.3% |
| YTD | +184.5% | +24.0% | +160.5% | +160.4% |
| 1Y | +236.9% | +40.6% | +196.2% | +190.7% |
| All | +236.9% | +39.5% | +197.3% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1y: compounded portfolio wealth divided by compounded GEV 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…
1y analysis · Full analysis span regression · 6 months rolling