+1,319.3%
MU vs MDY
+47.1%
+1,272.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.6% |
| 7D | +7.2% | +1.0% | +6.1% | +5.5% |
| 30D | +14.0% | -3.1% | +17.1% | +19.8% |
| 3M | +5.4% | +1.8% | +3.6% | +4.5% |
| 6M | +170.3% | +10.8% | +159.5% | +140.9% |
| YTD | +250.7% | +14.4% | +236.2% | +199.7% |
| 1Y | +662.1% | +15.2% | +646.9% | +550.9% |
| 3Y | +1,341.2% | +51.2% | +1,290.0% | +804.0% |
| 5Y | +1,319.3% | +47.2% | +1,272.1% | +855.5% |
| All | +1,319.3% | +47.1% | +1,272.2% | +855.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling