+3,773.6%
MU vs USB
+93.8%
+3,679.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.1% | -15.4% | -16.3% |
| 7D | -29.7% | -1.5% | -28.3% | -29.1% |
| 30D | -37.2% | +4.3% | -41.5% | -38.8% |
| 3M | -26.5% | -6.1% | -20.4% | -24.3% |
| 6M | +2.6% | +9.4% | -6.8% | -4.3% |
| YTD | +130.1% | +15.2% | +115.0% | +107.6% |
| 1Y | +176.7% | +32.8% | +143.9% | +129.9% |
| 3Y | +813.1% | +91.3% | +721.8% | +514.4% |
| 5Y | +822.0% | +22.7% | +799.3% | +680.5% |
| All | +3,773.6% | +93.8% | +3,679.8% | +2,726.2% |
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