+855.4%
MU vs AG
+219.8%
+635.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.6% |
| 7D | -22.0% | +6.3% | -28.3% | -23.6% |
| 30D | -36.6% | -8.9% | -27.6% | -34.8% |
| 3M | -21.7% | -12.2% | -9.5% | -19.1% |
| 6M | +3.5% | -28.3% | +31.8% | +13.2% |
| YTD | +141.9% | -8.8% | +150.8% | +143.1% |
| 1Y | +189.8% | +39.4% | +150.5% | +161.4% |
| 3Y | +855.4% | +229.4% | +626.0% | +594.7% |
| All | +855.4% | +219.8% | +635.6% | +594.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling