-63.5%
PL vs MUZ
-23.1%
-40.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +33.9% | -44.0% | -3.7% |
| 7D | -20.5% | +79.0% | -99.6% | -9.7% |
| 30D | -38.8% | +104.4% | -143.2% | -28.2% |
| 3M | -49.1% | +27.0% | -76.1% | -44.0% |
| All | -63.5% | -23.1% | -40.4% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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