+106,206.6%
MU vs AA
+295.2%
+105,911.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.1% | +8.2% | +7.0% |
| 7D | +9.0% | -0.7% | +9.7% | +9.2% |
| 30D | +13.8% | +5.0% | +8.8% | +10.8% |
| 3M | +2.1% | -35.8% | +37.9% | +22.8% |
| 6M | +153.8% | -18.4% | +172.2% | +173.6% |
| YTD | +256.4% | -5.5% | +261.9% | +259.2% |
| 1Y | +719.8% | +61.0% | +658.8% | +557.7% |
| 3Y | +1,360.4% | +66.2% | +1,294.2% | +987.3% |
| 5Y | +1,312.4% | +11.4% | +1,301.0% | +972.6% |
| 10Y | +6,142.6% | +116.9% | +6,025.7% | +2,616.0% |
| All | +106,206.6% | +295.2% | +105,911.5% | +23,403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling