+950.8%
MU vs GM
+231.6%
+719.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +12.8% | -0.2% | +13.0% | +12.9% |
| 30D | -14.9% | +3.6% | -18.4% | -16.3% |
| 3M | -18.0% | -0.2% | -17.8% | -18.7% |
| 6M | -3.1% | +13.9% | -17.0% | -9.4% |
| YTD | +172.9% | +6.5% | +166.4% | +160.2% |
| 1Y | +228.8% | +20.7% | +208.2% | +198.3% |
| 3Y | +950.8% | +229.5% | +721.4% | +572.4% |
| All | +950.8% | +231.6% | +719.3% | +572.4% |
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