+719.8%
MU vs MTB
+23.4%
+696.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +9.0% | +1.7% | +7.2% | +9.0% |
| 30D | +13.8% | -4.2% | +18.0% | +13.8% |
| 3M | +2.1% | +8.9% | -6.8% | 0.0% |
| 6M | +153.8% | +10.9% | +142.9% | +147.8% |
| YTD | +256.4% | +21.5% | +234.9% | +237.9% |
| 1Y | +719.8% | +21.9% | +697.8% | +624.2% |
| All | +719.8% | +23.4% | +696.4% | +624.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling