+860.7%
MU vs ZYBT
-58.9%
+919.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -4.1% | -3.7% | -0.3% | -4.1% |
| 30D | +7.0% | 0.0% | +7.0% | +7.0% |
| 3M | -2.1% | +72.2% | -74.3% | -3.3% |
| 6M | +133.1% | +103.1% | +29.9% | +128.1% |
| YTD | +241.9% | +34.8% | +207.1% | +237.2% |
| 1Y | +548.8% | -83.2% | +631.9% | +560.9% |
| All | +860.7% | -58.9% | +919.6% | +847.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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