+1,341.2%
MU vs GM
+171.2%
+1,170.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.7% |
| 7D | +7.2% | +0.4% | +6.8% | +7.0% |
| 30D | +14.0% | -1.8% | +15.8% | +14.7% |
| 3M | +5.4% | +2.6% | +2.8% | +3.8% |
| 6M | +170.3% | +14.6% | +155.7% | +154.5% |
| YTD | +250.7% | +6.2% | +244.5% | +238.2% |
| 1Y | +662.1% | +48.7% | +613.4% | +545.9% |
| 3Y | +1,341.2% | +168.3% | +1,172.9% | +892.3% |
| All | +1,341.2% | +171.2% | +1,170.0% | +892.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling