+11,655.9%
MU vs PM
+824.3%
+10,831.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.9% |
| 7D | -22.0% | -5.2% | -16.8% | -19.8% |
| 30D | -36.6% | +2.7% | -39.3% | -37.6% |
| 3M | -21.7% | +5.2% | -26.9% | -24.2% |
| 6M | +3.5% | +17.0% | -13.5% | -7.9% |
| YTD | +141.9% | +25.5% | +116.4% | +104.8% |
| 1Y | +189.8% | +35.5% | +154.3% | +134.1% |
| 3Y | +855.4% | +143.9% | +711.5% | +409.1% |
| 5Y | +869.2% | +161.8% | +707.3% | +380.0% |
| 10Y | +4,142.8% | +235.9% | +3,906.9% | +1,553.4% |
| All | +11,655.9% | +824.3% | +10,831.6% | +1,862.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling