+705.7%
MU vs PL
+28.1%
+677.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.4% | -5.3% | +2.9% |
| 7D | -22.0% | -6.8% | -15.2% | -20.6% |
| 30D | -36.6% | -29.3% | -7.3% | -31.7% |
| 3M | -21.7% | -44.8% | +23.1% | -11.8% |
| 6M | +3.5% | -68.4% | +71.9% | +29.3% |
| YTD | +141.9% | -36.4% | +178.3% | +159.1% |
| 1Y | +189.8% | +0.7% | +189.1% | +181.7% |
| 3Y | +855.4% | +455.3% | +400.1% | +512.3% |
| 5Y | +869.2% | +22.7% | +846.5% | +604.3% |
| All | +705.7% | +28.1% | +677.6% | +495.8% |
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