+957.9%
MU vs GM
+46.1%
+911.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.2% |
| 7D | +21.6% | -3.4% | +25.1% | +23.5% |
| 30D | -16.2% | +2.7% | -18.9% | -17.7% |
| 3M | -12.4% | -0.4% | -12.0% | -13.3% |
| 6M | +4.2% | +13.3% | -9.1% | -3.4% |
| YTD | +180.0% | +6.8% | +173.2% | +164.7% |
| 1Y | +226.4% | +21.1% | +205.3% | +190.6% |
| 3Y | +969.7% | +231.0% | +738.7% | +441.1% |
| 5Y | +957.9% | +41.9% | +916.0% | +659.0% |
| All | +957.9% | +46.1% | +911.8% | +659.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling