+822.0%
MU vs P
+237.3%
+584.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -16.4% | -1.1% | -9.4% |
| 7D | -29.7% | -31.9% | +2.2% | -15.0% |
| 30D | -37.2% | -36.5% | -0.7% | -21.8% |
| 3M | -26.5% | +11.6% | -38.1% | -32.1% |
| 6M | +2.6% | +25.2% | -22.6% | -9.8% |
| YTD | +130.1% | +39.4% | +90.7% | +90.4% |
| 1Y | +176.7% | -3.7% | +180.4% | +163.5% |
| 3Y | +813.1% | +167.3% | +645.8% | +418.9% |
| 5Y | +822.0% | +237.3% | +584.6% | +373.5% |
| All | +822.0% | +237.3% | +584.6% | +373.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling