+4,524.1%
MU vs AA
+44.7%
+4,479.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.1% |
| 7D | +21.6% | +5.3% | +16.4% | +19.5% |
| 30D | -16.2% | -2.3% | -14.0% | -15.2% |
| 3M | -12.4% | -20.8% | +8.5% | -4.7% |
| 6M | +4.2% | -39.8% | +44.0% | +25.2% |
| YTD | +180.0% | -23.3% | +203.2% | +205.6% |
| 1Y | +226.4% | +1.8% | +224.6% | +222.6% |
| 3Y | +969.7% | +69.5% | +900.2% | +764.8% |
| 5Y | +957.9% | -18.0% | +975.9% | +876.5% |
| All | +4,524.1% | +44.7% | +4,479.4% | +2,889.7% |
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