+1,106.2%
MU vs GTLB
-49.8%
+1,156.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +21.6% | -3.5% | +25.1% | +22.4% |
| 30D | -16.2% | -9.0% | -7.2% | -14.5% |
| 3M | -12.4% | +15.9% | -28.2% | -14.8% |
| 6M | +4.2% | +104.9% | -100.7% | -10.5% |
| YTD | +180.0% | +26.0% | +154.0% | +161.0% |
| 1Y | +226.4% | +1.8% | +224.6% | +218.1% |
| 3Y | +969.7% | +6.0% | +963.7% | +908.4% |
| 5Y | +957.9% | -62.2% | +1,020.1% | +843.8% |
| All | +1,106.2% | -49.8% | +1,156.0% | +969.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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