+938.2%
MU vs Z
-53.4%
+991.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.3% |
| 7D | +12.8% | +0.8% | +12.0% | +12.6% |
| 30D | -14.9% | +5.2% | -20.0% | -16.3% |
| 3M | -18.0% | -17.0% | -1.0% | -15.5% |
| 6M | -3.1% | -22.7% | +19.5% | +0.6% |
| YTD | +172.9% | -56.3% | +229.2% | +229.5% |
| 1Y | +228.8% | -57.7% | +286.5% | +299.9% |
| 3Y | +950.8% | -16.5% | +967.4% | +867.0% |
| All | +938.2% | -53.4% | +991.7% | +946.9% |
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