+942.4%
MU vs GTLB
-49.0%
+991.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.1% |
| 6M | +3.5% | +98.0% | -94.4% | -10.6% |
| YTD | +141.9% | +28.1% | +113.8% | +124.8% |
| 1Y | +189.8% | +5.6% | +184.3% | +180.4% |
| 3Y | +855.4% | +15.9% | +839.4% | +785.9% |
| 5Y | +869.2% | -61.1% | +930.2% | +761.3% |
| All | +942.4% | -49.0% | +991.3% | +821.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling