+1,294.8%
MU vs U
-31.3%
+1,326.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +4.0% |
| 7D | -22.0% | +36.6% | -58.6% | -27.4% |
| 30D | -36.6% | +13.3% | -49.9% | -38.7% |
| 3M | -21.7% | +26.2% | -47.9% | -26.2% |
| 6M | +3.5% | +88.7% | -85.2% | -10.7% |
| YTD | +141.9% | +16.6% | +125.4% | +123.0% |
| 1Y | +189.8% | +29.0% | +160.9% | +161.8% |
| 3Y | +855.4% | +99.5% | +755.9% | +635.4% |
| 5Y | +869.2% | -66.1% | +935.3% | +801.8% |
| All | +1,294.8% | -31.3% | +1,326.1% | +1,036.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling