+4,271.9%
MU vs IT
+96.9%
+4,174.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | -12.0% | -18.8% | +6.8% | -6.6% |
| 30D | -28.7% | -0.1% | -28.7% | -29.6% |
| 3M | -16.4% | +2.9% | -19.4% | -19.6% |
| 6M | -1.8% | +20.4% | -22.2% | -15.0% |
| YTD | +157.1% | -24.3% | +181.3% | +168.6% |
| 1Y | +208.5% | -17.2% | +225.7% | +206.2% |
| 3Y | +906.2% | -52.4% | +958.6% | +1,201.1% |
| 5Y | +893.4% | -43.7% | +937.1% | +1,035.1% |
| 10Y | +4,271.9% | +90.3% | +4,181.6% | +2,173.6% |
| All | +4,271.9% | +96.9% | +4,174.9% | +2,173.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling