+8,415.4%
MU vs O
+5,241.4%
+3,174.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.5% |
| 7D | -22.0% | +3.7% | -25.7% | -23.5% |
| 30D | -36.6% | +11.2% | -47.8% | -40.0% |
| 3M | -21.7% | -4.0% | -17.7% | -20.8% |
| 6M | +3.5% | -5.2% | +8.8% | +4.0% |
| YTD | +141.9% | +9.5% | +132.5% | +125.6% |
| 1Y | +189.8% | +10.6% | +179.2% | +168.3% |
| 3Y | +855.4% | +38.1% | +817.3% | +673.9% |
| 5Y | +869.2% | +10.2% | +858.9% | +772.9% |
| 10Y | +4,142.8% | +71.4% | +4,071.4% | +2,744.8% |
| All | +8,415.4% | +5,241.4% | +3,174.1% | +1,412.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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