+1,371.2%
MU vs IT
-46.7%
+1,417.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.6% | +10.7% | +6.2% |
| 7D | +9.0% | -6.0% | +15.0% | +9.1% |
| 30D | +13.8% | 0.0% | +13.8% | +13.7% |
| 3M | +2.1% | +13.1% | -11.0% | +3.3% |
| 6M | +153.8% | +11.7% | +142.1% | +155.9% |
| YTD | +256.4% | -26.1% | +282.5% | +303.0% |
| 1Y | +719.8% | -21.3% | +741.0% | +795.7% |
| All | +1,371.2% | -46.7% | +1,417.9% | +2,015.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling