+1,911.2%
MU vs A
+546.2%
+1,365.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -37.5% |
| 3M | -21.7% | +23.8% | -45.5% | -30.8% |
| 6M | +3.5% | +49.0% | -45.5% | -19.2% |
| YTD | +141.9% | +29.4% | +112.5% | +103.9% |
| 1Y | +189.8% | +19.4% | +170.5% | +155.7% |
| 3Y | +855.4% | +66.2% | +789.2% | +590.8% |
| 5Y | +869.2% | +15.8% | +853.4% | +744.9% |
| 10Y | +4,142.8% | +326.1% | +3,816.7% | +1,689.5% |
| All | +1,911.2% | +546.2% | +1,365.0% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling