+6,169.9%
MU vs OMC
+29.9%
+6,140.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.2% | +4.2% |
| 7D | +7.5% | -4.2% | +11.7% | +9.2% |
| 30D | +19.4% | -7.5% | +26.9% | +22.7% |
| 3M | +9.8% | +4.6% | +5.2% | +4.9% |
| 6M | +164.1% | -4.8% | +169.0% | +162.0% |
| YTD | +260.3% | -1.0% | +261.3% | +244.6% |
| 1Y | +661.2% | +3.8% | +657.3% | +599.9% |
| 3Y | +1,380.8% | +10.2% | +1,370.6% | +1,189.8% |
| 5Y | +1,346.4% | +29.7% | +1,316.7% | +1,035.9% |
| 10Y | +6,169.9% | +32.3% | +6,137.6% | +4,557.2% |
| All | +6,169.9% | +29.9% | +6,140.1% | +4,557.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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