+1,334.0%
MU vs ADSK
-28.4%
+1,362.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.4% | +3.8% |
| 7D | +7.5% | -14.5% | +22.0% | +13.7% |
| 30D | +19.4% | -19.3% | +38.7% | +28.6% |
| 3M | +9.8% | -7.8% | +17.6% | +8.8% |
| 6M | +164.1% | -20.8% | +184.9% | +177.9% |
| YTD | +260.3% | -30.2% | +290.5% | +304.2% |
| 1Y | +661.2% | -36.5% | +697.6% | +803.9% |
| 3Y | +1,380.8% | -5.7% | +1,386.6% | +1,282.7% |
| All | +1,334.0% | -28.4% | +1,362.4% | +1,224.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling