+855.4%
MU vs MTB
+95.2%
+760.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.6% |
| 7D | -22.0% | -1.3% | -20.7% | -21.4% |
| 30D | -36.6% | +0.5% | -37.1% | -36.7% |
| 3M | -21.7% | -12.4% | -9.3% | -16.6% |
| 6M | +3.5% | +1.5% | +2.0% | +0.3% |
| YTD | +141.9% | +10.3% | +131.6% | +121.4% |
| 1Y | +189.8% | +22.2% | +167.6% | +148.4% |
| 3Y | +855.4% | +96.9% | +758.4% | +584.5% |
| All | +855.4% | +95.2% | +760.1% | +584.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling