+5,992.3%
MU vs WYNN
+1,203.4%
+4,788.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +4.9% | +3.6% |
| 7D | +7.5% | -1.4% | +8.9% | +8.1% |
| 30D | +19.4% | -11.8% | +31.1% | +25.3% |
| 3M | +9.8% | -15.8% | +25.6% | +17.2% |
| 6M | +164.1% | -10.7% | +174.8% | +174.5% |
| YTD | +260.3% | -24.5% | +284.8% | +297.9% |
| 1Y | +661.2% | -25.0% | +686.2% | +739.6% |
| 3Y | +1,380.8% | -1.8% | +1,382.6% | +1,339.9% |
| 5Y | +1,346.4% | -10.0% | +1,356.4% | +1,279.3% |
| 10Y | +6,169.9% | +3.2% | +6,166.8% | +4,687.2% |
| All | +5,992.3% | +1,203.4% | +4,788.9% | +1,750.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling