+75,738.0%
MU vs ADM
+1,545.4%
+74,192.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -15.2% | -1.8% | -13.4% | -14.6% |
| 30D | -29.5% | -13.3% | -16.3% | -26.0% |
| 3M | -15.8% | -13.4% | -2.4% | -11.8% |
| 6M | -2.9% | -9.6% | +6.7% | +0.1% |
| YTD | +154.2% | +23.0% | +131.2% | +132.7% |
| 1Y | +186.6% | +27.4% | +159.2% | +158.1% |
| 3Y | +871.5% | +5.7% | +865.8% | +799.8% |
| 5Y | +911.7% | +22.1% | +889.6% | +764.9% |
| 10Y | +4,277.4% | +106.0% | +4,171.4% | +2,942.2% |
| All | +75,738.0% | +1,545.4% | +74,192.6% | +23,722.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling