+1,384.0%
MU vs NTR
+40.7%
+1,343.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.7% | +2.7% |
| 7D | +7.5% | +0.5% | +7.0% | +7.4% |
| 30D | +19.4% | +21.7% | -2.4% | +15.0% |
| 3M | +9.8% | +22.8% | -12.9% | +5.3% |
| 6M | +164.1% | +8.2% | +155.9% | +158.5% |
| YTD | +260.3% | +32.9% | +227.4% | +231.9% |
| 1Y | +661.2% | +45.3% | +615.8% | +575.9% |
| All | +1,384.0% | +40.7% | +1,343.3% | +1,102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling