+1,319.3%
MU vs MTB
+102.5%
+1,216.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +7.2% | +2.8% | +4.4% | +5.8% |
| 30D | +14.0% | -4.2% | +18.2% | +16.1% |
| 3M | +5.4% | +7.8% | -2.4% | +0.8% |
| 6M | +170.3% | +14.8% | +155.5% | +149.4% |
| YTD | +250.7% | +20.8% | +229.9% | +215.1% |
| 1Y | +662.1% | +23.1% | +639.0% | +576.5% |
| 3Y | +1,341.2% | +114.8% | +1,226.4% | +898.5% |
| 5Y | +1,319.3% | +103.3% | +1,216.1% | +933.1% |
| All | +1,319.3% | +102.5% | +1,216.9% | +933.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling