+32,461.3%
MU vs M
+425.5%
+32,035.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -5.9% | -11.6% | -15.4% |
| 7D | -29.7% | -2.1% | -27.6% | -29.2% |
| 30D | -37.2% | +7.7% | -44.9% | -39.0% |
| 3M | -26.5% | -4.4% | -22.1% | -25.9% |
| 6M | +2.6% | +27.5% | -24.9% | -7.2% |
| YTD | +130.1% | +12.8% | +117.4% | +116.5% |
| 1Y | +176.7% | +20.7% | +156.0% | +153.3% |
| 3Y | +813.1% | +111.3% | +701.8% | +542.4% |
| 5Y | +822.0% | -6.3% | +828.3% | +698.8% |
| 10Y | +3,936.2% | +1.5% | +3,934.7% | +2,412.3% |
| All | +32,461.3% | +425.5% | +32,035.8% | +7,298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling