-45.5%
MUZ vs MDY
+0.1%
-45.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +3.2% | -15.9% | +7.4% |
| 7D | +14.0% | +0.7% | +13.3% | +25.0% |
| 30D | +57.6% | +1.3% | +56.3% | +80.0% |
| 3M | -3.1% | -4.1% | +1.0% | -32.2% |
| All | -45.5% | +0.1% | -45.6% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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