+666.4%
MU vs PL
+16.0%
+650.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -10.1% | -7.3% | -15.3% |
| 7D | -29.7% | -20.5% | -9.2% | -26.0% |
| 30D | -37.2% | -38.8% | +1.6% | -30.3% |
| 3M | -26.5% | -49.1% | +22.6% | -15.7% |
| 6M | +2.6% | -69.4% | +71.9% | +29.3% |
| YTD | +130.1% | -42.3% | +172.5% | +151.8% |
| 1Y | +176.7% | -14.2% | +190.9% | +177.8% |
| 3Y | +813.1% | +398.7% | +414.4% | +498.6% |
| 5Y | +822.0% | +11.1% | +810.8% | +584.2% |
| All | +666.4% | +16.0% | +650.4% | +478.9% |
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