+1,339.1%
MU vs ABNB
+19.5%
+1,319.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.2% |
| 7D | +7.2% | -4.4% | +11.5% | +8.8% |
| 30D | +14.0% | -2.0% | +16.0% | +14.2% |
| 3M | +5.4% | +29.8% | -24.5% | -6.2% |
| 6M | +170.3% | +31.0% | +139.3% | +139.0% |
| YTD | +250.7% | +28.6% | +222.1% | +211.0% |
| 1Y | +662.1% | +40.1% | +622.0% | +553.5% |
| 3Y | +1,341.2% | +19.7% | +1,321.5% | +1,183.2% |
| 5Y | +1,319.3% | +6.5% | +1,312.9% | +1,120.1% |
| All | +1,339.1% | +19.5% | +1,319.5% | +1,133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 10y: compounded portfolio wealth divided by compounded ABNB 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…
10y analysis · Full analysis span regression · 6 months rolling