+938.2%
MU vs AA
-17.9%
+956.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -1.8% |
| 7D | +12.8% | +0.5% | +12.3% | +12.7% |
| 30D | -14.9% | -0.6% | -14.3% | -14.3% |
| 3M | -18.0% | -19.7% | +1.6% | -10.9% |
| 6M | -3.1% | -41.6% | +38.5% | +18.5% |
| YTD | +172.9% | -24.6% | +197.5% | +201.6% |
| 1Y | +228.8% | +4.9% | +224.0% | +223.5% |
| 3Y | +950.8% | +66.8% | +884.0% | +780.7% |
| All | +938.2% | -17.9% | +956.2% | +865.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling