+263.2%
MU vs Q
+74.5%
+188.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | +1.2% |
| 7D | +21.6% | +11.5% | +10.1% | +10.4% |
| 30D | -16.2% | -0.2% | -16.1% | -15.4% |
| 3M | -12.4% | -13.6% | +1.2% | -0.2% |
| 6M | +4.2% | -27.0% | +31.2% | +38.2% |
| YTD | +180.0% | +50.5% | +129.4% | +136.2% |
| 1Y | +226.4% | +33.8% | +192.6% | +189.8% |
| All | +263.2% | +74.5% | +188.7% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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