+847.8%
MU vs PSX
+274.8%
+573.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.7% | +5.3% |
| 7D | -22.0% | -13.1% | -8.9% | -18.4% |
| 30D | -36.6% | -9.5% | -27.0% | -34.7% |
| 3M | -21.7% | +20.2% | -41.9% | -26.4% |
| 6M | +3.5% | +44.9% | -41.4% | -8.9% |
| YTD | +141.9% | +94.4% | +47.5% | +86.8% |
| 1Y | +189.8% | +83.1% | +106.8% | +129.1% |
| 3Y | +855.4% | +132.2% | +723.2% | +579.6% |
| All | +847.8% | +274.8% | +573.0% | +479.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling