+1,315.7%
MU vs ADI
+142.1%
+1,173.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +4.6% |
| 7D | +9.0% | +0.4% | +8.5% | +8.6% |
| 30D | +13.8% | -3.8% | +17.6% | +18.0% |
| 3M | +2.1% | -15.3% | +17.3% | +22.9% |
| 6M | +153.8% | +6.7% | +147.1% | +148.4% |
| YTD | +256.4% | +34.8% | +221.6% | +185.1% |
| 1Y | +719.8% | +49.0% | +670.7% | +501.0% |
| 3Y | +1,360.4% | +108.1% | +1,252.3% | +683.5% |
| All | +1,315.7% | +142.1% | +1,173.6% | +548.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling