+5,778.3%
MU vs IT
+89.8%
+5,688.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | +0.9% |
| 7D | +7.2% | -9.1% | +16.3% | +10.3% |
| 30D | +14.0% | -7.0% | +21.0% | +15.8% |
| 3M | +5.4% | +7.6% | -2.2% | -2.1% |
| 6M | +170.3% | +2.1% | +168.2% | +150.8% |
| YTD | +250.7% | -31.6% | +282.3% | +286.3% |
| 1Y | +662.1% | -29.9% | +692.0% | +717.6% |
| 3Y | +1,341.2% | -51.3% | +1,392.5% | +1,714.1% |
| 5Y | +1,319.3% | -44.8% | +1,364.1% | +1,527.7% |
| 10Y | +5,778.3% | +91.4% | +5,686.9% | +3,417.4% |
| All | +5,778.3% | +89.8% | +5,688.5% | +3,417.4% |
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