+1,308.2%
MU vs WYNN
-5.1%
+1,313.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -4.1% | -4.2% | +0.1% | -2.1% |
| 30D | +7.0% | -14.6% | +21.6% | +15.3% |
| 3M | -2.1% | -18.4% | +16.4% | +7.4% |
| 6M | +133.1% | -11.9% | +145.0% | +145.0% |
| YTD | +241.9% | -26.6% | +268.5% | +291.0% |
| 1Y | +548.8% | -28.5% | +577.3% | +647.1% |
| 3Y | +1,308.2% | -5.1% | +1,313.3% | +1,150.8% |
| All | +1,308.2% | -5.1% | +1,313.3% | +1,150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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