+855.4%
MU vs U
+81.5%
+773.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +4.1% |
| 7D | -22.0% | +36.6% | -58.6% | -27.4% |
| 30D | -36.6% | +13.3% | -49.9% | -38.6% |
| 3M | -21.7% | +26.2% | -47.9% | -26.1% |
| 6M | +3.5% | +88.7% | -85.2% | -10.8% |
| YTD | +141.9% | +16.6% | +125.4% | +125.8% |
| 1Y | +189.8% | +29.0% | +160.9% | +164.1% |
| 3Y | +855.4% | +99.5% | +755.9% | +650.3% |
| All | +855.4% | +81.5% | +773.9% | +650.3% |
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