+3,971.9%
MU vs PLD
+236.3%
+3,735.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.4% | +5.8% |
| 7D | -22.0% | -0.8% | -21.2% | -21.6% |
| 30D | -36.6% | -0.3% | -36.3% | -36.6% |
| 3M | -21.7% | -8.0% | -13.7% | -18.5% |
| 6M | +3.5% | -9.8% | +13.3% | +7.8% |
| YTD | +141.9% | +1.8% | +140.2% | +133.4% |
| 1Y | +189.8% | +5.6% | +184.2% | +173.6% |
| 3Y | +855.4% | +33.3% | +822.1% | +673.7% |
| 5Y | +869.2% | +0.3% | +868.9% | +797.9% |
| All | +3,971.9% | +236.3% | +3,735.7% | +2,004.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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