+75,738.0%
MU vs OMC
+6,533.5%
+69,204.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -15.2% | +6.8% | -22.0% | -18.4% |
| 30D | -29.5% | +16.2% | -45.7% | -35.8% |
| 3M | -15.8% | +6.0% | -21.8% | -20.1% |
| 6M | -2.9% | +17.7% | -20.6% | -15.8% |
| YTD | +154.2% | +13.5% | +140.8% | +118.8% |
| 1Y | +186.6% | +27.2% | +159.4% | +129.5% |
| 3Y | +871.5% | +30.4% | +841.1% | +642.4% |
| 5Y | +911.7% | +53.5% | +858.2% | +590.8% |
| 10Y | +4,277.4% | +57.0% | +4,220.4% | +2,644.8% |
| All | +75,738.0% | +6,533.5% | +69,204.5% | +12,832.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling