+1,308.2%
MU vs LYB
-23.1%
+1,331.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -4.1% | +0.3% | -4.3% | -4.1% |
| 30D | +7.0% | +2.5% | +4.6% | +6.4% |
| 3M | -2.1% | +1.4% | -3.4% | -2.6% |
| 6M | +133.1% | -3.5% | +136.6% | +126.3% |
| YTD | +241.9% | +52.0% | +189.9% | +162.9% |
| 1Y | +548.8% | +22.1% | +526.7% | +458.1% |
| 3Y | +1,308.2% | -22.8% | +1,331.0% | +1,339.7% |
| All | +1,308.2% | -23.1% | +1,331.3% | +1,339.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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