+10,301.6%
MU vs PSX
+1,118.1%
+9,183.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -15.2% | -7.8% | -7.4% | -11.8% |
| 30D | -29.5% | -9.9% | -19.6% | -26.3% |
| 3M | -15.8% | +16.9% | -32.7% | -21.7% |
| 6M | -2.9% | +48.0% | -50.8% | -19.6% |
| YTD | +154.2% | +98.3% | +55.9% | +80.5% |
| 1Y | +186.6% | +86.2% | +100.4% | +109.2% |
| 3Y | +871.5% | +144.0% | +727.5% | +516.5% |
| 5Y | +911.7% | +287.7% | +624.0% | +390.6% |
| 10Y | +4,277.4% | +338.3% | +3,939.1% | +1,745.9% |
| All | +10,301.6% | +1,118.1% | +9,183.5% | +2,962.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling