-30.7%
MUZ vs EXEL
+30.8%
-61.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -5.6% | +39.5% | +28.9% |
| 7D | +79.0% | +3.8% | +75.2% | +79.9% |
| 30D | +104.4% | +17.8% | +86.6% | +122.9% |
| 3M | +27.0% | +21.2% | +5.8% | +38.2% |
| All | -30.7% | +30.8% | -61.5% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling