+4,407.5%
MU vs MDY
+165.3%
+4,242.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | +12.8% | +2.3% | +10.5% | +9.7% |
| 30D | -14.9% | +2.0% | -16.9% | -16.2% |
| 3M | -18.0% | -5.6% | -12.4% | -10.4% |
| 6M | -3.1% | +1.3% | -4.4% | -1.4% |
| YTD | +172.9% | +12.3% | +160.6% | +144.7% |
| 1Y | +228.8% | +15.8% | +213.1% | +184.7% |
| 3Y | +950.8% | +56.5% | +894.3% | +555.4% |
| 5Y | +931.3% | +35.1% | +896.1% | +679.8% |
| All | +4,407.5% | +165.3% | +4,242.2% | +1,406.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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