+5,731.6%
MU vs MKTX
+5.0%
+5,726.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -4.1% | -0.2% | -3.8% | -4.0% |
| 30D | +7.0% | +0.7% | +6.3% | +6.8% |
| 3M | -2.1% | +40.8% | -42.8% | -9.8% |
| 6M | +133.1% | -8.0% | +141.1% | +135.5% |
| YTD | +241.9% | -8.7% | +250.6% | +244.6% |
| 1Y | +548.8% | -11.8% | +560.6% | +557.2% |
| 3Y | +1,308.2% | -24.0% | +1,332.2% | +1,311.4% |
| 5Y | +1,260.7% | -60.3% | +1,321.0% | +1,563.8% |
| All | +5,731.6% | +5.0% | +5,726.6% | +5,033.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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