+1,027.5%
MU vs USB
+23.7%
+1,003.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.9% | -8.9% | -7.9% |
| 7D | -19.1% | +2.4% | -21.5% | -20.2% |
| 30D | -25.2% | +6.6% | -31.8% | -27.9% |
| 3M | -10.9% | -4.1% | -6.8% | -9.6% |
| 6M | +38.0% | +12.5% | +25.5% | +27.5% |
| YTD | +178.8% | +17.6% | +161.2% | +149.9% |
| 1Y | +265.1% | +36.5% | +228.6% | +201.4% |
| 3Y | +1,006.2% | +95.4% | +910.8% | +663.6% |
| 5Y | +1,027.5% | +26.1% | +1,001.3% | +918.3% |
| All | +1,027.5% | +23.7% | +1,003.8% | +918.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling