+3,971.9%
MU vs PM
+235.7%
+3,736.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.6% |
| 7D | -22.0% | -5.2% | -16.8% | -20.8% |
| 30D | -36.6% | +2.7% | -39.3% | -37.1% |
| 3M | -21.7% | +6.1% | -27.8% | -23.2% |
| 6M | +3.5% | +18.0% | -14.5% | -3.8% |
| YTD | +141.9% | +26.6% | +115.4% | +117.7% |
| 1Y | +189.8% | +36.7% | +153.2% | +152.5% |
| 3Y | +855.4% | +146.0% | +709.4% | +508.3% |
| 5Y | +869.2% | +164.1% | +705.1% | +483.0% |
| All | +3,971.9% | +235.7% | +3,736.2% | +2,023.7% |
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