+7,582.5%
MU vs AGG
+98.1%
+7,484.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | -0.2% | +9.1% | +9.0% |
| 30D | +13.8% | -0.4% | +14.2% | +13.8% |
| 3M | +2.1% | -0.7% | +2.7% | +2.0% |
| 6M | +153.8% | -1.5% | +155.3% | +153.4% |
| YTD | +256.4% | -0.3% | +256.6% | +256.3% |
| 1Y | +719.8% | +1.3% | +718.4% | +720.9% |
| 3Y | +1,360.4% | +13.2% | +1,347.1% | +1,377.5% |
| 5Y | +1,312.4% | -1.4% | +1,313.9% | +1,270.1% |
| 10Y | +6,142.6% | +14.9% | +6,127.7% | +6,366.4% |
| All | +7,582.5% | +98.1% | +7,484.4% | +8,410.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling