+5,638.7%
MU vs AG
+284.3%
+5,354.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.1% | +13.0% | +12.1% |
| 7D | +2.0% | -4.0% | +6.0% | +2.8% |
| 30D | -18.0% | -13.1% | -4.9% | -16.0% |
| 3M | -6.6% | -22.0% | +15.5% | -2.8% |
| 6M | +2.0% | -37.3% | +39.3% | +10.2% |
| YTD | +184.5% | -11.2% | +195.6% | +186.9% |
| 1Y | +236.9% | +23.9% | +212.9% | +222.0% |
| 3Y | +987.0% | +225.1% | +761.8% | +764.5% |
| 5Y | +1,014.6% | +7.7% | +1,006.9% | +897.4% |
| 10Y | +4,609.2% | +86.9% | +4,522.3% | +3,307.4% |
| All | +5,638.7% | +284.3% | +5,354.4% | +1,824.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling