+5,975.2%
MU vs M
-1.9%
+5,977.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +5.4% |
| 7D | +9.0% | +4.7% | +4.3% | +7.7% |
| 30D | +13.8% | -9.6% | +23.5% | +16.6% |
| 3M | +2.1% | +0.9% | +1.2% | +1.6% |
| 6M | +153.8% | +22.3% | +131.5% | +139.9% |
| YTD | +256.4% | +6.5% | +249.9% | +247.9% |
| 1Y | +719.8% | +38.8% | +681.0% | +648.8% |
| 3Y | +1,360.4% | +115.9% | +1,244.5% | +1,051.8% |
| 5Y | +1,312.4% | +28.6% | +1,283.8% | +1,101.6% |
| All | +5,975.2% | -1.9% | +5,977.1% | +4,649.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling