+4,598.6%
MU vs AA
+46.8%
+4,551.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.7% | +9.2% | +10.9% |
| 7D | +2.0% | +1.1% | +0.9% | +2.1% |
| 30D | -18.0% | -1.3% | -16.7% | -17.3% |
| 3M | -6.6% | -23.9% | +17.3% | +2.9% |
| 6M | +2.0% | -36.8% | +38.8% | +20.4% |
| YTD | +184.5% | -22.2% | +206.6% | +208.8% |
| 1Y | +236.9% | +10.4% | +226.5% | +223.5% |
| 3Y | +987.0% | +72.0% | +914.9% | +774.1% |
| 5Y | +1,014.6% | -15.6% | +1,030.3% | +918.7% |
| All | +4,598.6% | +46.8% | +4,551.8% | +2,921.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling