-7.8%
MU vs MTB
+6.1%
-13.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +4.0% | +7.4% |
| 7D | -12.0% | -0.8% | -11.3% | -12.7% |
| 30D | -28.7% | +2.4% | -31.1% | -27.5% |
| 3M | -16.4% | -10.5% | -5.9% | -23.9% |
| All | -7.8% | +6.1% | -13.9% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling