+950.8%
MU vs MTB
+106.3%
+844.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +12.8% | +1.5% | +11.3% | +12.0% |
| 30D | -14.9% | +2.3% | -17.2% | -15.8% |
| 3M | -18.0% | -12.1% | -5.9% | -12.8% |
| 6M | -3.1% | +9.8% | -12.9% | -10.2% |
| YTD | +172.9% | +12.0% | +160.9% | +147.9% |
| 1Y | +228.8% | +22.0% | +206.8% | +182.4% |
| 3Y | +950.8% | +107.6% | +843.2% | +633.9% |
| All | +950.8% | +106.3% | +844.6% | +633.9% |
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