+265.1%
MU vs IT
-17.9%
+283.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.5% | -8.5% | -6.6% |
| 7D | -19.1% | -5.5% | -13.7% | -20.1% |
| 30D | -25.2% | +10.3% | -35.6% | -22.4% |
| 3M | -10.9% | +11.5% | -22.4% | -6.3% |
| 6M | +38.0% | +40.3% | -2.3% | +62.7% |
| YTD | +178.8% | -17.9% | +196.7% | +225.0% |
| 1Y | +265.1% | -8.8% | +273.9% | +317.7% |
| All | +265.1% | -17.9% | +283.1% | +317.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling