+4,609.2%
MU vs ADM
+118.6%
+4,490.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.5% | +10.9% |
| 7D | +2.0% | +0.1% | +1.9% | +2.1% |
| 30D | -18.0% | -11.8% | -6.1% | -13.8% |
| 3M | -6.6% | -11.3% | +4.7% | -2.5% |
| 6M | +2.0% | -10.0% | +12.1% | +5.8% |
| YTD | +184.5% | +25.9% | +158.6% | +153.5% |
| 1Y | +236.9% | +26.7% | +210.2% | +198.5% |
| 3Y | +987.0% | +8.1% | +978.8% | +884.6% |
| 5Y | +1,014.6% | +23.5% | +991.1% | +762.8% |
| 10Y | +4,609.2% | +128.2% | +4,481.0% | +2,326.9% |
| All | +4,609.2% | +118.6% | +4,490.6% | +2,326.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling