+4,277.4%
MU vs PM
+242.6%
+4,034.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -15.2% | -6.6% | -8.6% | -13.6% |
| 30D | -29.5% | -3.4% | -26.1% | -29.0% |
| 3M | -15.8% | +5.3% | -21.1% | -17.3% |
| 6M | -2.9% | +15.5% | -18.4% | -9.3% |
| YTD | +154.2% | +24.3% | +130.0% | +129.7% |
| 1Y | +186.6% | +29.7% | +156.9% | +154.0% |
| 3Y | +871.5% | +144.9% | +726.6% | +516.4% |
| 5Y | +911.7% | +159.0% | +752.7% | +511.2% |
| 10Y | +4,277.4% | +250.9% | +4,026.4% | +2,183.4% |
| All | +4,277.4% | +242.6% | +4,034.8% | +2,183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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