+1,226.8%
MU vs U
-34.9%
+1,261.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +14.9% | -32.4% | -20.4% |
| 7D | -29.7% | +24.3% | -54.0% | -33.4% |
| 30D | -37.2% | +8.6% | -45.8% | -38.8% |
| 3M | -26.5% | +37.6% | -64.1% | -32.2% |
| 6M | +2.6% | +78.5% | -75.9% | -10.6% |
| YTD | +130.1% | +10.5% | +119.7% | +114.3% |
| 1Y | +176.7% | +15.2% | +161.5% | +155.6% |
| 3Y | +813.1% | +76.6% | +736.5% | +619.4% |
| 5Y | +822.0% | -67.9% | +889.8% | +766.8% |
| All | +1,226.8% | -34.9% | +1,261.8% | +991.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling