+808.8%
MU vs USB
+90.4%
+718.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -24.2% |
| 6M | +2.6% | +9.4% | -6.8% | -4.7% |
| YTD | +130.1% | +15.2% | +115.0% | +104.3% |
| 1Y | +176.7% | +32.8% | +143.9% | +122.0% |
| All | +808.8% | +90.4% | +718.4% | +510.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling