+995.4%
MU vs Z
-19.0%
+1,014.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.2% | +11.7% |
| 7D | +2.0% | -13.1% | +15.1% | +3.8% |
| 30D | -18.0% | +5.9% | -23.8% | -18.6% |
| 3M | -6.6% | -13.7% | +7.1% | -5.3% |
| 6M | +2.0% | -27.1% | +29.2% | +6.7% |
| YTD | +184.5% | -56.8% | +241.3% | +233.7% |
| 1Y | +236.9% | -60.2% | +297.1% | +303.8% |
| All | +995.4% | -19.0% | +1,014.4% | +1,011.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling