+236.9%
MU vs Z
-59.6%
+296.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +12.2% |
| 7D | +2.0% | -13.1% | +15.1% | -0.9% |
| 30D | -18.0% | +5.9% | -23.8% | -16.0% |
| 3M | -6.6% | -13.7% | +7.1% | -8.3% |
| 6M | +2.0% | -27.1% | +29.2% | +3.4% |
| YTD | +184.5% | -56.8% | +241.3% | +190.4% |
| 1Y | +236.9% | -60.2% | +297.1% | +251.4% |
| All | +236.9% | -59.6% | +296.5% | +251.4% |
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