+855.4%
MU vs AA
+52.9%
+802.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +3.7% |
| 7D | -22.0% | +0.9% | -22.9% | -22.1% |
| 30D | -36.6% | -6.7% | -29.9% | -34.2% |
| 3M | -21.7% | -16.3% | -5.4% | -15.3% |
| 6M | +3.5% | -37.1% | +40.7% | +29.4% |
| YTD | +141.9% | -25.0% | +166.9% | +172.8% |
| 1Y | +189.8% | +8.6% | +181.3% | +173.9% |
| 3Y | +855.4% | +57.2% | +798.1% | +683.0% |
| All | +855.4% | +52.9% | +802.5% | +683.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling