+4,609.2%
MU vs Z
-14.8%
+4,624.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.4% |
| 7D | +2.0% | -13.1% | +15.1% | +6.3% |
| 30D | -18.0% | +5.9% | -23.8% | -19.8% |
| 3M | -6.6% | -13.7% | +7.1% | -4.4% |
| 6M | +2.0% | -27.1% | +29.2% | +7.7% |
| YTD | +184.5% | -56.8% | +241.3% | +243.7% |
| 1Y | +236.9% | -60.2% | +297.1% | +316.5% |
| 3Y | +987.0% | -19.7% | +1,006.7% | +929.7% |
| 5Y | +1,014.6% | -53.7% | +1,068.3% | +1,077.9% |
| 10Y | +4,609.2% | -16.9% | +4,626.1% | +3,315.8% |
| All | +4,609.2% | -14.8% | +4,624.0% | +3,315.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling