+1,384.0%
MU vs AGG
+13.3%
+1,370.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +7.5% | -0.2% | +7.7% | +7.6% |
| 30D | +19.4% | -0.2% | +19.6% | +19.5% |
| 3M | +9.8% | -0.7% | +10.5% | +10.4% |
| 6M | +164.1% | -1.8% | +165.9% | +166.5% |
| YTD | +260.3% | -0.6% | +260.9% | +262.6% |
| 1Y | +661.2% | +0.4% | +660.8% | +664.7% |
| All | +1,384.0% | +13.3% | +1,370.7% | +1,264.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling