+4,277.4%
MU vs IT
+88.3%
+4,189.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -15.2% | -7.5% | -7.7% | -13.0% |
| 30D | -29.5% | -1.2% | -28.4% | -30.2% |
| 3M | -15.8% | -2.2% | -13.6% | -17.4% |
| 6M | -2.9% | +19.1% | -22.0% | -15.6% |
| YTD | +154.2% | -25.1% | +179.4% | +166.6% |
| 1Y | +186.6% | -17.4% | +204.0% | +184.2% |
| 3Y | +871.5% | -54.1% | +925.6% | +1,178.9% |
| 5Y | +911.7% | -42.7% | +954.4% | +1,041.2% |
| 10Y | +4,277.4% | +88.1% | +4,189.2% | +2,186.7% |
| All | +4,277.4% | +88.3% | +4,189.1% | +2,186.7% |
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 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