+4,407.5%
MU vs GOOG
+681.6%
+3,725.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GOOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -1.8% |
| 7D | +12.8% | +3.0% | +9.8% | +10.5% |
| 30D | -14.9% | -14.9% | 0.0% | -4.5% |
| 3M | -18.0% | -14.9% | -3.2% | -8.7% |
| 6M | -3.1% | -26.6% | +23.5% | +17.3% |
| YTD | +172.9% | -6.6% | +179.5% | +173.4% |
| 1Y | +228.8% | +5.1% | +223.8% | +201.1% |
| 3Y | +950.8% | +121.0% | +829.9% | +427.6% |
| 5Y | +931.3% | +97.3% | +833.9% | +453.1% |
| All | +4,407.5% | +681.6% | +3,725.9% | +596.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOG.
Daily Out/Under-Performance
Portfolio return minus GOOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOG 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 GOOG 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