+4,524.1%
MU vs A
+300.7%
+4,223.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | 0.0% |
| 7D | +21.6% | +0.7% | +20.9% | +21.1% |
| 30D | -16.2% | +0.8% | -17.0% | -16.2% |
| 3M | -12.4% | +16.9% | -29.3% | -21.2% |
| 6M | +4.2% | +53.8% | -49.6% | -24.1% |
| YTD | +180.0% | +28.1% | +151.9% | +130.0% |
| 1Y | +226.4% | +15.0% | +211.4% | +190.0% |
| 3Y | +969.7% | +63.1% | +906.6% | +615.4% |
| 5Y | +957.9% | +11.5% | +946.5% | +815.2% |
| All | +4,524.1% | +300.7% | +4,223.4% | +1,443.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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 · 6 months rolling