+1,371.2%
MU vs MTB
+116.9%
+1,254.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +9.0% | +1.7% | +7.2% | +8.1% |
| 30D | +13.8% | -4.2% | +18.0% | +16.0% |
| 3M | +2.1% | +8.9% | -6.8% | -3.3% |
| 6M | +153.8% | +10.9% | +142.9% | +137.2% |
| YTD | +256.4% | +21.5% | +234.9% | +215.4% |
| 1Y | +719.8% | +21.9% | +697.8% | +621.6% |
| All | +1,371.2% | +116.9% | +1,254.4% | +984.1% |
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