+950.8%
MU vs PFE
+19.5%
+931.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +12.8% | -1.7% | +14.5% | +12.9% |
| 30D | -14.9% | +0.3% | -15.2% | -14.8% |
| 3M | -18.0% | +9.4% | -27.4% | -18.5% |
| 6M | -3.1% | +14.9% | -18.0% | -3.9% |
| YTD | +172.9% | +23.8% | +149.1% | +166.0% |
| 1Y | +228.8% | +19.5% | +209.3% | +222.4% |
| 3Y | +950.8% | +21.0% | +929.8% | +886.2% |
| All | +950.8% | +19.5% | +931.3% | +886.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 3y: compounded portfolio wealth divided by compounded PFE 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…
3y analysis · Full analysis span regression · 6 months rolling