+4,875.8%
MU vs MDY
+2,662.7%
+2,213.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +5.9% |
| 7D | +9.0% | +0.1% | +8.8% | +8.8% |
| 30D | +13.8% | -1.5% | +15.3% | +16.4% |
| 3M | +2.1% | +0.8% | +1.3% | +3.2% |
| 6M | +153.8% | +7.4% | +146.4% | +136.2% |
| YTD | +256.4% | +15.2% | +241.2% | +200.7% |
| 1Y | +719.8% | +16.5% | +703.2% | +586.6% |
| 3Y | +1,360.4% | +46.8% | +1,313.6% | +808.7% |
| 5Y | +1,312.4% | +46.0% | +1,266.4% | +790.6% |
| 10Y | +6,142.6% | +172.1% | +5,970.5% | +1,496.2% |
| All | +4,875.8% | +2,662.7% | +2,213.1% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling