+548.8%
MU vs ADSK
-34.7%
+583.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.1% |
| 7D | -4.1% | -2.5% | -1.5% | -5.0% |
| 30D | +7.0% | -14.9% | +21.9% | +0.8% |
| 3M | -2.1% | +3.3% | -5.4% | +0.9% |
| 6M | +133.1% | -15.7% | +148.7% | +141.3% |
| YTD | +241.9% | -28.2% | +270.1% | +299.0% |
| 1Y | +548.8% | -34.5% | +583.3% | +686.9% |
| All | +548.8% | -34.7% | +583.4% | +686.9% |
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