+5,778.3%
MU vs PSX
+371.8%
+5,406.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.3% |
| 7D | +7.2% | +2.8% | +4.3% | +5.9% |
| 30D | +14.0% | +27.8% | -13.8% | +2.7% |
| 3M | +5.4% | +42.0% | -36.6% | -9.7% |
| 6M | +170.3% | +58.1% | +112.2% | +118.1% |
| YTD | +250.7% | +105.0% | +145.6% | +149.6% |
| 1Y | +662.1% | +104.9% | +557.2% | +440.5% |
| 3Y | +1,341.2% | +134.1% | +1,207.2% | +846.7% |
| 5Y | +1,319.3% | +363.8% | +955.5% | +546.9% |
| 10Y | +5,778.3% | +370.1% | +5,408.2% | +2,662.7% |
| All | +5,778.3% | +371.8% | +5,406.5% | +2,662.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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