+847.8%
MU vs GTLB
-61.8%
+909.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +7.0% | +5.5% |
| 7D | -22.0% | -11.1% | -10.9% | -20.1% |
| 30D | -36.6% | -7.5% | -29.1% | -35.5% |
| 3M | -21.7% | +34.8% | -56.5% | -26.2% |
| 6M | +3.5% | +98.0% | -94.4% | -10.8% |
| YTD | +141.9% | +28.1% | +113.8% | +124.5% |
| 1Y | +189.8% | +5.6% | +184.3% | +180.3% |
| 3Y | +855.4% | +15.9% | +839.4% | +784.4% |
| All | +847.8% | -61.8% | +909.7% | +716.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling