+106,206.6%
MU vs ADSK
+4,900.9%
+101,305.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -8.3% | +14.4% | +9.7% |
| 7D | +9.0% | -16.4% | +25.4% | +17.2% |
| 30D | +13.8% | -9.2% | +23.0% | +17.4% |
| 3M | +2.1% | -6.7% | +8.8% | +1.0% |
| 6M | +153.8% | -15.5% | +169.3% | +157.7% |
| YTD | +256.4% | -26.4% | +282.8% | +281.1% |
| 1Y | +719.8% | -31.9% | +751.6% | +808.7% |
| 3Y | +1,360.4% | -1.0% | +1,361.3% | +1,268.0% |
| 5Y | +1,312.4% | -24.5% | +1,337.0% | +1,349.5% |
| 10Y | +6,142.6% | +220.4% | +5,922.2% | +3,306.1% |
| All | +106,206.6% | +4,900.9% | +101,305.8% | +14,099.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling