+2.1%
MU vs AA
-36.7%
+38.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.2% | +7.6% |
| 7D | +9.0% | -0.7% | +9.7% | +9.3% |
| 30D | +13.8% | +5.0% | +8.8% | +6.8% |
| 3M | +2.1% | -35.8% | +37.9% | +47.7% |
| All | +2.1% | -36.7% | +38.8% | +47.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling