+1,315.7%
MU vs M
+27.3%
+1,288.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.6% | +3.5% | +5.3% |
| 7D | +9.0% | +4.7% | +4.3% | +7.4% |
| 30D | +13.8% | -9.6% | +23.5% | +17.3% |
| 3M | +2.1% | +0.9% | +1.2% | +1.4% |
| 6M | +153.8% | +22.3% | +131.5% | +136.3% |
| YTD | +256.4% | +6.5% | +249.9% | +245.2% |
| 1Y | +719.8% | +38.8% | +681.0% | +630.6% |
| 3Y | +1,360.4% | +115.9% | +1,244.5% | +970.7% |
| All | +1,315.7% | +27.3% | +1,288.4% | +1,074.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling