+6,619.5%
MU vs MKTX
+1,471.0%
+5,148.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | +12.8% | +0.2% | +12.5% | +12.7% |
| 30D | -14.9% | +0.9% | -15.8% | -15.1% |
| 3M | -18.0% | +2.6% | -20.6% | -18.6% |
| 6M | -3.1% | +20.4% | -23.5% | -9.3% |
| YTD | +172.9% | -7.1% | +180.0% | +172.3% |
| 1Y | +228.8% | -2.8% | +231.6% | +223.4% |
| 3Y | +950.8% | -21.7% | +972.6% | +950.0% |
| 5Y | +931.3% | -54.5% | +985.8% | +1,090.2% |
| 10Y | +4,417.7% | +13.0% | +4,404.8% | +3,650.1% |
| All | +6,619.5% | +1,471.0% | +5,148.5% | +2,049.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling