+6,028.8%
MU vs ADM
+159.1%
+5,869.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.0% |
| 7D | +9.0% | +3.8% | +5.2% | +7.2% |
| 30D | +13.8% | +9.8% | +4.1% | +9.2% |
| 3M | +2.1% | +2.1% | 0.0% | +0.9% |
| 6M | +153.8% | +27.5% | +126.3% | +128.1% |
| YTD | +256.4% | +50.2% | +206.2% | +197.9% |
| 1Y | +719.8% | +40.6% | +679.2% | +598.6% |
| 3Y | +1,360.4% | +17.2% | +1,343.1% | +1,205.2% |
| 5Y | +1,312.4% | +61.9% | +1,250.5% | +867.4% |
| All | +6,028.8% | +159.1% | +5,869.7% | +2,904.2% |
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 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