+1,014.6%
MU vs M
+0.2%
+1,014.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.9% | +12.8% | +12.2% |
| 7D | +2.0% | -3.3% | +5.3% | +3.3% |
| 30D | -18.0% | +8.1% | -26.0% | -20.3% |
| 3M | -6.6% | +2.2% | -8.8% | -8.0% |
| 6M | +2.0% | +35.1% | -33.1% | -8.8% |
| YTD | +184.5% | +15.8% | +168.6% | +166.1% |
| 1Y | +236.9% | +25.8% | +211.0% | +205.9% |
| 3Y | +987.0% | +156.2% | +830.7% | +638.6% |
| 5Y | +1,014.6% | -2.4% | +1,017.0% | +835.8% |
| All | +1,014.6% | +0.2% | +1,014.5% | +835.8% |
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 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