+228.8%
MU vs IT
-15.8%
+244.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.3% |
| 7D | +12.8% | +1.1% | +11.7% | +13.1% |
| 30D | -14.9% | -1.8% | -13.0% | -14.9% |
| 3M | -18.0% | +4.8% | -22.9% | -15.5% |
| 6M | -3.1% | +33.0% | -36.1% | +12.6% |
| YTD | +172.9% | -23.8% | +196.7% | +198.7% |
| 1Y | +228.8% | -16.5% | +245.4% | +264.8% |
| All | +228.8% | -15.8% | +244.7% | +264.8% |
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