+5,744.5%
MU vs AGG
+14.3%
+5,730.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.6% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | +12.5% | -1.0% | +13.5% | +13.0% |
| 3M | +9.6% | -1.3% | +10.9% | +10.3% |
| 6M | +142.6% | -2.1% | +144.7% | +145.0% |
| YTD | +242.7% | -1.2% | +243.9% | +245.0% |
| 1Y | +599.3% | -0.5% | +599.8% | +602.6% |
| 3Y | +1,308.3% | +12.4% | +1,295.9% | +1,253.8% |
| 5Y | +1,263.7% | -2.4% | +1,266.1% | +1,226.9% |
| All | +5,744.5% | +14.3% | +5,730.2% | +6,804.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling