+265.1%
MU vs ADSK
-10.6%
+275.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.0% | -14.0% | -3.5% |
| 7D | -19.1% | +11.4% | -30.6% | -14.3% |
| 30D | -25.2% | +21.9% | -47.1% | -17.3% |
| 3M | -10.9% | +13.9% | -24.8% | -3.1% |
| 6M | +38.0% | +9.1% | +28.9% | +60.4% |
| YTD | +178.8% | -8.8% | +187.6% | +277.5% |
| 1Y | +265.1% | -10.2% | +275.4% | +401.1% |
| All | +265.1% | -10.6% | +275.8% | +401.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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