+906.2%
MU vs M
+142.9%
+763.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.1% | -1.8% | +3.6% |
| 7D | -12.0% | +2.5% | -14.6% | -12.8% |
| 30D | -28.7% | +10.1% | -38.8% | -31.2% |
| 3M | -16.4% | -0.9% | -15.5% | -16.7% |
| 6M | -1.8% | +30.2% | -32.0% | -11.3% |
| YTD | +157.1% | +16.3% | +140.8% | +139.8% |
| 1Y | +208.5% | +27.0% | +181.5% | +178.8% |
| 3Y | +906.2% | +154.5% | +751.7% | +625.8% |
| All | +906.2% | +142.9% | +763.3% | +625.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling