+847.8%
MU vs Z
-55.4%
+903.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.6% | +5.7% |
| 7D | -22.0% | -4.6% | -17.5% | -21.2% |
| 30D | -36.6% | +8.3% | -44.9% | -38.2% |
| 3M | -21.7% | -11.6% | -10.1% | -20.5% |
| 6M | +3.5% | -33.6% | +37.2% | +12.0% |
| YTD | +141.9% | -56.7% | +198.6% | +192.7% |
| 1Y | +189.8% | -59.1% | +249.0% | +256.2% |
| 3Y | +855.4% | -20.4% | +875.7% | +791.8% |
| All | +847.8% | -55.4% | +903.3% | +858.2% |
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