+2.0%
MU vs AG
-34.8%
+36.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.1% | +13.0% | +12.6% |
| 7D | +2.0% | -4.0% | +6.0% | +4.9% |
| 30D | -18.0% | -13.1% | -4.9% | -10.4% |
| 3M | -6.6% | -22.0% | +15.5% | +7.7% |
| 6M | +2.0% | -37.3% | +39.3% | +39.3% |
| All | +2.0% | -34.8% | +36.8% | +39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling