+5,731.6%
MU vs NYT
+489.9%
+5,241.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.1% | -0.6% | -3.5% | -3.9% |
| 30D | +7.0% | +4.6% | +2.4% | +5.2% |
| 3M | -2.1% | -9.6% | +7.5% | -0.8% |
| 6M | +133.1% | -14.0% | +147.1% | +138.7% |
| YTD | +241.9% | -2.8% | +244.7% | +232.6% |
| 1Y | +548.8% | +15.6% | +533.2% | +485.8% |
| 3Y | +1,308.2% | +56.3% | +1,251.9% | +985.1% |
| 5Y | +1,260.7% | +39.5% | +1,221.2% | +960.6% |
| All | +5,731.6% | +489.9% | +5,241.7% | +2,754.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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