+107,375.7%
MU vs NYT
+754.7%
+106,621.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +3.5% |
| 7D | +7.5% | -1.6% | +9.1% | +8.1% |
| 30D | +19.4% | +2.8% | +16.6% | +17.9% |
| 3M | +9.8% | -9.2% | +19.0% | +11.4% |
| 6M | +164.1% | -17.1% | +181.2% | +175.2% |
| YTD | +260.3% | -3.2% | +263.6% | +252.0% |
| 1Y | +661.2% | +15.7% | +645.5% | +588.9% |
| 3Y | +1,380.8% | +55.7% | +1,325.1% | +1,055.4% |
| 5Y | +1,346.4% | +39.4% | +1,307.0% | +1,049.1% |
| 10Y | +6,169.9% | +485.6% | +5,684.4% | +2,511.0% |
| All | +107,375.7% | +754.7% | +106,621.0% | +31,508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling