-28.4%
WDC vs MUZ
-24.8%
-3.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -23.9% | +32.2% | -2.1% |
| 7D | -3.2% | -17.7% | +14.4% | -5.0% |
| 30D | -19.0% | +14.5% | -33.5% | -5.4% |
| 3M | -28.4% | -25.7% | -2.7% | -27.6% |
| All | -28.4% | -24.8% | -3.6% | -27.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling