+5,731.6%
MU vs IDXX
+360.5%
+5,371.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -4.1% | -5.7% | +1.7% | -1.1% |
| 30D | +7.0% | -11.5% | +18.6% | +13.5% |
| 3M | -2.1% | -9.5% | +7.5% | +1.1% |
| 6M | +133.1% | -16.0% | +149.0% | +148.6% |
| YTD | +241.9% | -25.4% | +267.3% | +287.2% |
| 1Y | +548.8% | -21.8% | +570.5% | +610.5% |
| 3Y | +1,308.2% | +7.0% | +1,301.2% | +1,114.0% |
| 5Y | +1,260.7% | -26.0% | +1,286.7% | +1,312.5% |
| All | +5,731.6% | +360.5% | +5,371.1% | +2,005.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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