+855.4%
MU vs IT
-51.0%
+906.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.0% | +9.1% | +5.0% |
| 7D | -22.0% | -16.9% | -5.1% | -22.4% |
| 30D | -36.6% | +2.3% | -38.9% | -36.7% |
| 3M | -21.7% | +2.9% | -24.6% | -21.9% |
| 6M | +3.5% | +25.9% | -22.3% | +2.8% |
| YTD | +141.9% | -24.6% | +166.6% | +175.3% |
| 1Y | +189.8% | -16.0% | +205.9% | +215.8% |
| 3Y | +855.4% | -51.6% | +906.9% | +1,280.3% |
| All | +855.4% | -51.0% | +906.4% | +1,280.3% |
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