+3.5%
MU vs A
+46.4%
-42.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.6% |
| 7D | -22.0% | -0.1% | -21.9% | -21.8% |
| 30D | -36.6% | +3.4% | -39.9% | -36.5% |
| 3M | -21.7% | +23.8% | -45.5% | -22.6% |
| 6M | +3.5% | +49.0% | -45.5% | +6.6% |
| All | +3.5% | +46.4% | -42.8% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling