+4,407.5%
MU vs A
+302.9%
+4,104.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.9% |
| 7D | +12.8% | -0.5% | +13.3% | +13.2% |
| 30D | -14.9% | 0.0% | -14.8% | -14.3% |
| 3M | -18.0% | +16.7% | -34.7% | -26.2% |
| 6M | -3.1% | +54.8% | -57.9% | -29.8% |
| YTD | +172.9% | +28.8% | +144.1% | +123.3% |
| 1Y | +228.8% | +19.3% | +209.5% | +184.3% |
| 3Y | +950.8% | +65.5% | +885.3% | +595.1% |
| 5Y | +931.3% | +12.1% | +919.2% | +788.6% |
| All | +4,407.5% | +302.9% | +4,104.6% | +1,398.8% |
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