+847.8%
MU vs ADM
+24.5%
+823.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | -22.0% | -9.0% | -13.0% | -20.6% |
| 30D | -36.6% | -14.0% | -22.6% | -34.8% |
| 3M | -21.7% | -9.2% | -12.6% | -20.6% |
| 6M | +3.5% | -9.2% | +12.7% | +5.2% |
| YTD | +141.9% | +24.2% | +117.7% | +131.4% |
| 1Y | +189.8% | +27.0% | +162.9% | +175.6% |
| 3Y | +855.4% | +6.6% | +848.8% | +815.5% |
| All | +847.8% | +24.5% | +823.4% | +742.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling