+15,172.2%
MU vs IT
+6,259.0%
+8,913.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.1% |
| 7D | -12.0% | -18.8% | +6.8% | -6.2% |
| 30D | -28.7% | -0.1% | -28.7% | -29.5% |
| 3M | -16.4% | +2.9% | -19.4% | -19.5% |
| 6M | -1.8% | +20.4% | -22.2% | -14.8% |
| YTD | +157.1% | -24.3% | +181.3% | +156.3% |
| 1Y | +208.5% | -17.2% | +225.7% | +196.7% |
| 3Y | +906.2% | -52.4% | +958.6% | +1,058.2% |
| 5Y | +893.4% | -43.7% | +937.1% | +968.6% |
| 10Y | +4,271.9% | +90.3% | +4,181.6% | +2,885.3% |
| All | +15,172.2% | +6,259.0% | +8,913.2% | +3,697.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling