+1,315.7%
MU vs Z
-64.8%
+1,380.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.2% | +6.6% |
| 7D | +9.0% | -3.0% | +12.0% | +9.6% |
| 30D | +13.8% | -4.2% | +18.0% | +14.4% |
| 3M | +2.1% | -3.7% | +5.8% | +1.4% |
| 6M | +153.8% | -24.5% | +178.3% | +167.0% |
| YTD | +256.4% | -49.3% | +305.7% | +313.7% |
| 1Y | +719.8% | -58.7% | +778.4% | +903.5% |
| 3Y | +1,360.4% | -34.1% | +1,394.5% | +1,398.3% |
| All | +1,315.7% | -64.8% | +1,380.5% | +1,293.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling