+906.2%
MU vs U
+90.5%
+815.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | -12.0% | +32.3% | -44.4% | -17.5% |
| 30D | -28.7% | +9.7% | -38.4% | -30.5% |
| 3M | -16.4% | +19.6% | -36.0% | -20.2% |
| 6M | -1.8% | +82.6% | -84.4% | -15.0% |
| YTD | +157.1% | +16.4% | +140.6% | +139.9% |
| 1Y | +208.5% | +28.5% | +180.0% | +181.3% |
| 3Y | +906.2% | +103.8% | +802.4% | +679.6% |
| All | +906.2% | +90.5% | +815.7% | +679.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling