+76,578.9%
MU vs MTB
+7,695.2%
+68,883.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +4.0% | +5.0% |
| 7D | -12.0% | -0.8% | -11.3% | -11.5% |
| 30D | -28.7% | +2.4% | -31.1% | -29.6% |
| 3M | -16.4% | -10.5% | -5.9% | -11.7% |
| 6M | -1.8% | +6.4% | -8.2% | -6.4% |
| YTD | +157.1% | +12.8% | +144.2% | +136.7% |
| 1Y | +208.5% | +23.3% | +185.2% | +170.8% |
| 3Y | +906.2% | +108.2% | +797.9% | +562.9% |
| 5Y | +893.4% | +68.6% | +824.8% | +601.5% |
| 10Y | +4,271.9% | +125.3% | +4,146.6% | +2,299.1% |
| All | +76,578.9% | +7,695.2% | +68,883.6% | +6,191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling