+107,375.8%
MU vs NTRS
+7,612.4%
+99,763.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +7.5% | +0.9% | +6.6% | +7.0% |
| 30D | +19.4% | -1.2% | +20.6% | +20.1% |
| 3M | +9.8% | +8.8% | +1.1% | +4.7% |
| 6M | +164.1% | +34.7% | +129.5% | +121.4% |
| YTD | +260.3% | +37.2% | +223.1% | +198.1% |
| 1Y | +661.2% | +46.3% | +614.8% | +505.3% |
| 3Y | +1,380.8% | +163.2% | +1,217.6% | +730.8% |
| 5Y | +1,346.4% | +86.9% | +1,259.4% | +861.8% |
| 10Y | +6,169.9% | +250.9% | +5,919.0% | +2,764.4% |
| All | +107,375.8% | +7,612.4% | +99,763.3% | +12,339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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