+5,975.2%
MU vs PM
+193.1%
+5,782.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +6.6% |
| 7D | +9.0% | -4.9% | +13.9% | +10.4% |
| 30D | +13.8% | -3.4% | +17.2% | +14.7% |
| 3M | +2.1% | +5.2% | -3.1% | -1.3% |
| 6M | +153.8% | +3.7% | +150.1% | +144.1% |
| YTD | +256.4% | +15.8% | +240.6% | +228.7% |
| 1Y | +719.8% | +17.4% | +702.4% | +646.4% |
| 3Y | +1,360.4% | +116.9% | +1,243.4% | +865.5% |
| 5Y | +1,312.4% | +117.3% | +1,195.1% | +817.2% |
| All | +5,975.2% | +193.1% | +5,782.1% | +3,144.1% |
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