-48.3%
MUZ vs EXEL
+38.5%
-86.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +0.6% | +13.6% | +14.5% |
| 7D | +47.2% | +9.8% | +37.4% | +53.6% |
| 30D | +57.1% | +23.6% | +33.5% | +77.0% |
| 3M | -5.3% | +29.9% | -35.2% | +9.0% |
| All | -48.3% | +38.5% | -86.8% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · Available span rolling