+265.1%
MU vs STZ
+14.7%
+250.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.3% | -12.3% | -4.1% |
| 7D | -19.1% | +13.0% | -32.1% | -13.4% |
| 30D | -25.2% | +29.4% | -54.7% | -14.9% |
| 3M | -10.9% | +11.6% | -22.5% | -4.0% |
| 6M | +38.0% | -0.2% | +38.2% | +46.2% |
| YTD | +178.8% | +8.6% | +170.3% | +179.6% |
| 1Y | +265.1% | +15.9% | +249.2% | +280.6% |
| All | +265.1% | +14.7% | +250.4% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling