+1,728.0%
MU vs NTR
+81.1%
+1,646.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | -0.3% | +13.1% | +12.9% |
| 30D | -14.9% | +2.0% | -16.8% | -15.8% |
| 3M | -18.0% | +6.4% | -24.4% | -20.5% |
| 6M | -3.1% | +1.6% | -4.7% | -4.9% |
| YTD | +172.9% | +18.2% | +154.7% | +147.8% |
| 1Y | +228.8% | +23.9% | +204.9% | +192.0% |
| 3Y | +950.8% | +44.7% | +906.2% | +754.1% |
| 5Y | +931.3% | +21.3% | +909.9% | +690.4% |
| All | +1,728.0% | +81.1% | +1,646.8% | +921.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling