+2,190.2%
MU vs NTR
+97.9%
+2,092.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -4.1% | -1.3% | -2.8% | -3.6% |
| 30D | +7.0% | +16.8% | -9.8% | +1.0% |
| 3M | -2.1% | +20.7% | -22.8% | -9.3% |
| 6M | +133.1% | +0.5% | +132.5% | +129.2% |
| YTD | +241.9% | +29.2% | +212.7% | +202.6% |
| 1Y | +548.8% | +39.6% | +509.2% | +452.2% |
| 3Y | +1,308.2% | +37.9% | +1,270.3% | +1,074.9% |
| 5Y | +1,260.7% | +47.1% | +1,213.6% | +851.1% |
| All | +2,190.2% | +97.9% | +2,092.2% | +1,147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling