+832.3%
MU vs PL
+41.8%
+790.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.9% |
| 7D | +21.6% | +22.3% | -0.6% | +16.5% |
| 30D | -16.2% | -8.3% | -7.9% | -14.5% |
| 3M | -12.4% | -43.3% | +30.9% | -1.9% |
| 6M | +4.2% | -65.8% | +70.0% | +27.7% |
| YTD | +180.0% | -29.5% | +209.5% | +193.3% |
| 1Y | +226.4% | +11.7% | +214.7% | +210.0% |
| 3Y | +969.7% | +540.6% | +429.2% | +566.1% |
| 5Y | +957.9% | +32.9% | +925.0% | +651.2% |
| All | +832.3% | +41.8% | +790.5% | +574.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling