+265.1%
MU vs AA
+13.9%
+251.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.8% | -9.8% | -8.4% |
| 7D | -19.1% | +0.9% | -20.0% | -19.6% |
| 30D | -25.2% | -6.4% | -18.8% | -22.7% |
| 3M | -10.9% | -13.0% | +2.1% | -5.8% |
| 6M | +38.0% | -34.6% | +72.6% | +71.9% |
| YTD | +178.8% | -23.0% | +201.9% | +206.0% |
| 1Y | +265.1% | +16.0% | +249.2% | +212.4% |
| All | +265.1% | +13.9% | +251.2% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling