+265.1%
MU vs MTB
+27.0%
+238.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.2% | -8.2% | -6.9% |
| 7D | -19.1% | +2.0% | -21.1% | -19.0% |
| 30D | -25.2% | +2.9% | -28.2% | -25.1% |
| 3M | -10.9% | -10.7% | -0.2% | -10.7% |
| 6M | +38.0% | +6.3% | +31.6% | +32.6% |
| YTD | +178.8% | +13.8% | +165.0% | +152.8% |
| 1Y | +265.1% | +27.7% | +237.4% | +201.6% |
| All | +265.1% | +27.0% | +238.2% | +201.6% |
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