+265.1%
MU vs ADM
+29.8%
+235.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.3% | -7.3% | -7.0% |
| 7D | -19.1% | -8.3% | -10.8% | -18.8% |
| 30D | -25.2% | -14.1% | -11.1% | -24.6% |
| 3M | -10.9% | -10.7% | -0.2% | -10.5% |
| 6M | +38.0% | -5.9% | +43.9% | +40.0% |
| YTD | +178.8% | +25.8% | +153.1% | +217.2% |
| 1Y | +265.1% | +21.3% | +243.9% | +308.2% |
| All | +265.1% | +29.8% | +235.3% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling