+6,028.8%
MU vs USB
+107.5%
+5,921.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +9.0% | +1.4% | +7.5% | +8.1% |
| 30D | +13.8% | -1.3% | +15.1% | +14.5% |
| 3M | +2.1% | +15.2% | -13.2% | -6.6% |
| 6M | +153.8% | +18.8% | +135.0% | +127.0% |
| YTD | +256.4% | +21.0% | +235.4% | +214.1% |
| 1Y | +719.8% | +34.0% | +685.7% | +579.4% |
| 3Y | +1,360.4% | +95.3% | +1,265.0% | +866.2% |
| 5Y | +1,312.4% | +40.4% | +1,272.1% | +1,005.5% |
| All | +6,028.8% | +107.5% | +5,921.3% | +3,645.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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