+5,731.6%
MU vs ADSK
+222.2%
+5,509.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -4.1% | -2.5% | -1.5% | -2.9% |
| 30D | +7.0% | -14.9% | +21.9% | +14.8% |
| 3M | -2.1% | +3.3% | -5.4% | -8.6% |
| 6M | +133.1% | -15.7% | +148.7% | +137.3% |
| YTD | +241.9% | -28.2% | +270.1% | +278.7% |
| 1Y | +548.8% | -34.5% | +583.3% | +661.1% |
| 3Y | +1,308.2% | -2.9% | +1,311.1% | +1,182.3% |
| 5Y | +1,260.7% | -25.3% | +1,286.0% | +1,272.4% |
| All | +5,731.6% | +222.2% | +5,509.4% | +2,372.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling