+186.6%
MU vs AA
+4.5%
+182.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +1.3% |
| 7D | -15.2% | +1.2% | -16.4% | -15.4% |
| 30D | -29.5% | -5.0% | -24.5% | -27.3% |
| 3M | -15.8% | -22.2% | +6.4% | -4.5% |
| 6M | -2.9% | -36.3% | +33.5% | +22.8% |
| YTD | +154.2% | -24.2% | +178.4% | +183.3% |
| 1Y | +186.6% | +3.9% | +182.7% | +170.2% |
| All | +186.6% | +4.5% | +182.0% | +170.2% |
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