+1,064.1%
MU vs NXT
+246.1%
+818.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.3% | -0.2% | +3.5% |
| 7D | -22.0% | +32.2% | -54.2% | -28.8% |
| 30D | -36.6% | +21.9% | -58.5% | -40.6% |
| 3M | -21.7% | +6.6% | -28.3% | -24.1% |
| 6M | +3.5% | -16.8% | +20.3% | +7.9% |
| YTD | +141.9% | +20.4% | +121.5% | +128.2% |
| 1Y | +189.8% | -1.5% | +191.4% | +185.9% |
| 3Y | +855.4% | +182.4% | +673.0% | +625.0% |
| All | +1,064.1% | +246.1% | +818.0% | +771.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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