+1,362.4%
MU vs GPC
-1.1%
+1,363.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +6.0% |
| 7D | +9.0% | +1.2% | +7.8% | +8.8% |
| 30D | +13.8% | +6.0% | +7.8% | +13.1% |
| 3M | +2.1% | +42.6% | -40.5% | -4.4% |
| 6M | +153.8% | +22.8% | +131.0% | +144.4% |
| YTD | +256.4% | +15.5% | +240.9% | +246.5% |
| 1Y | +719.8% | +2.0% | +717.7% | +722.2% |
| All | +1,362.4% | -1.1% | +1,363.5% | +1,298.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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