+4,524.1%
MU vs Z
-19.3%
+4,543.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.0% |
| 7D | +21.6% | -4.9% | +26.6% | +23.3% |
| 30D | -16.2% | +3.0% | -19.2% | -17.5% |
| 3M | -12.4% | -13.4% | +1.0% | -10.4% |
| 6M | +4.2% | -27.3% | +31.5% | +10.0% |
| YTD | +180.0% | -57.8% | +237.7% | +240.3% |
| 1Y | +226.4% | -60.0% | +286.4% | +302.6% |
| 3Y | +969.7% | -21.5% | +991.3% | +919.6% |
| 5Y | +957.9% | -55.0% | +1,012.9% | +1,026.4% |
| All | +4,524.1% | -19.3% | +4,543.4% | +3,267.8% |
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