+5,731.6%
MU vs GM
+240.0%
+5,491.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -4.1% | -2.4% | -1.6% | -3.0% |
| 30D | +7.0% | -1.1% | +8.1% | +7.4% |
| 3M | -2.1% | +6.1% | -8.2% | -5.6% |
| 6M | +133.1% | +15.0% | +118.1% | +115.7% |
| YTD | +241.9% | +6.0% | +235.9% | +227.7% |
| 1Y | +548.8% | +47.1% | +501.7% | +422.3% |
| 3Y | +1,308.2% | +170.5% | +1,137.7% | +693.5% |
| 5Y | +1,260.7% | +80.5% | +1,180.2% | +812.7% |
| All | +5,731.6% | +240.0% | +5,491.6% | +2,803.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling