+3,443.3%
MU vs Z
+9.5%
+3,433.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -10.6% | -6.8% | -14.6% |
| 7D | -29.7% | -2.3% | -27.5% | -29.4% |
| 30D | -37.2% | +9.4% | -46.6% | -39.3% |
| 3M | -26.5% | -16.1% | -10.4% | -24.2% |
| 6M | +2.6% | -30.4% | +33.0% | +9.5% |
| YTD | +130.1% | -55.6% | +185.7% | +175.9% |
| 1Y | +176.7% | -58.5% | +235.2% | +237.7% |
| 3Y | +813.1% | -19.6% | +832.7% | +766.1% |
| 5Y | +822.0% | -54.1% | +876.1% | +878.7% |
| 10Y | +3,936.2% | -12.1% | +3,948.2% | +2,807.7% |
| All | +3,443.3% | +9.5% | +3,433.8% | +2,183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling