-45.5%
MUZ vs EXEL
+36.6%
-82.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +3.1% | -15.9% | -9.7% |
| 7D | +14.0% | +2.3% | +11.7% | +17.2% |
| 30D | +57.6% | +19.8% | +37.7% | +77.3% |
| 3M | -3.1% | +32.7% | -35.8% | +16.3% |
| All | -45.5% | +36.6% | -82.1% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling