+855.4%
MU vs PSX
+131.4%
+724.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.7% | +5.3% |
| 7D | -22.0% | -13.1% | -8.9% | -18.1% |
| 30D | -36.6% | -9.5% | -27.0% | -34.6% |
| 3M | -21.7% | +20.2% | -41.9% | -26.9% |
| 6M | +3.5% | +44.9% | -41.4% | -10.4% |
| YTD | +141.9% | +94.4% | +47.5% | +75.6% |
| 1Y | +189.8% | +83.1% | +106.8% | +117.3% |
| 3Y | +855.4% | +132.2% | +723.2% | +519.5% |
| All | +855.4% | +131.4% | +724.0% | +519.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling