-48.3%
MUZ vs WYNN
-21.7%
-26.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +6.1% | +8.2% | +10.2% |
| 7D | +47.2% | +15.4% | +31.8% | +38.0% |
| 30D | +57.1% | +6.8% | +50.3% | +49.0% |
| 3M | -5.3% | -15.4% | +10.1% | -7.7% |
| All | -48.3% | -21.7% | -26.6% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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