+3,595.0%
MU vs P
+449.6%
+3,145.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -16.4% | -1.1% | -10.3% |
| 7D | -29.7% | -31.9% | +2.2% | -16.6% |
| 30D | -37.2% | -36.5% | -0.7% | -23.4% |
| 3M | -26.5% | +11.6% | -38.1% | -31.3% |
| 6M | +2.6% | +25.2% | -22.6% | -8.2% |
| YTD | +130.1% | +39.4% | +90.7% | +95.2% |
| 1Y | +176.7% | -3.7% | +180.4% | +167.1% |
| 3Y | +813.1% | +167.3% | +645.8% | +453.3% |
| 5Y | +822.0% | +237.3% | +584.6% | +391.1% |
| 10Y | +3,936.2% | +698.6% | +3,237.5% | +1,469.3% |
| All | +3,595.0% | +449.6% | +3,145.4% | +1,316.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling