+265.1%
MU vs Z
-54.2%
+319.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.4% | -16.4% | -4.5% |
| 7D | -19.1% | +10.2% | -29.3% | -16.7% |
| 30D | -25.2% | +23.7% | -48.9% | -20.7% |
| 3M | -10.9% | -6.6% | -4.3% | -11.3% |
| 6M | +38.0% | -23.0% | +61.0% | +43.7% |
| YTD | +178.8% | -50.3% | +229.1% | +191.5% |
| 1Y | +265.1% | -53.6% | +318.7% | +287.6% |
| All | +265.1% | -54.2% | +319.3% | +287.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling