+855.4%
MU vs A
+64.2%
+791.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.1% |
| 7D | -22.0% | -0.1% | -21.9% | -21.7% |
| 30D | -36.6% | +3.4% | -39.9% | -37.4% |
| 3M | -21.7% | +23.8% | -45.5% | -30.5% |
| 6M | +3.5% | +49.0% | -45.5% | -18.9% |
| YTD | +141.9% | +29.4% | +112.5% | +107.7% |
| 1Y | +189.8% | +19.4% | +170.5% | +162.8% |
| 3Y | +855.4% | +66.2% | +789.2% | +699.8% |
| All | +855.4% | +64.2% | +791.1% | +699.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling