+950.8%
MU vs ADI
+144.2%
+806.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | +0.3% |
| 7D | +12.8% | +9.5% | +3.3% | +3.1% |
| 30D | -14.9% | -1.4% | -13.5% | -12.5% |
| 3M | -18.0% | +4.7% | -22.8% | -21.0% |
| 6M | -3.1% | -7.4% | +4.3% | +7.9% |
| YTD | +172.9% | +48.1% | +124.8% | +101.1% |
| 1Y | +228.8% | +69.6% | +159.2% | +115.7% |
| 3Y | +950.8% | +144.4% | +806.5% | +397.1% |
| All | +950.8% | +144.2% | +806.6% | +397.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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