+189.8%
MU vs P
+10.7%
+179.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.3% | 0.0% | +2.9% |
| 7D | -12.0% | -9.6% | -2.4% | -6.7% |
| 30D | -28.7% | -33.4% | +4.7% | -13.0% |
| 3M | -16.4% | +14.2% | -30.6% | -23.9% |
| 6M | -1.8% | +31.6% | -33.4% | -17.6% |
| YTD | +157.1% | +53.5% | +103.6% | +102.3% |
| All | +189.8% | +10.7% | +179.1% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling