+641.9%
MU vs GLXY
-40.0%
+681.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.1% |
| 7D | -15.2% | -16.2% | +1.0% | -9.7% |
| 30D | -29.5% | -30.6% | +1.1% | -20.7% |
| 3M | -15.8% | -27.7% | +11.9% | -7.6% |
| 6M | -2.9% | -53.3% | +50.4% | +21.4% |
| YTD | +154.2% | -36.9% | +191.1% | +191.3% |
| 1Y | +186.6% | -55.6% | +242.2% | +247.3% |
| All | +641.9% | -40.0% | +681.9% | +801.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 3y: compounded portfolio wealth divided by compounded GLXY 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…
3y analysis · Full analysis span regression · 6 months rolling