+5,934.8%
MU vs AGG
+95.8%
+5,839.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -0.9% | -1.6% |
| 7D | +21.6% | -1.4% | +23.1% | +21.6% |
| 30D | -16.2% | +0.9% | -17.1% | -16.2% |
| 3M | -12.4% | -1.2% | -11.1% | -12.4% |
| 6M | +4.2% | -1.4% | +5.6% | +4.1% |
| YTD | +180.0% | -1.4% | +181.3% | +179.8% |
| 1Y | +226.4% | -1.3% | +227.7% | +226.2% |
| 3Y | +969.7% | +13.8% | +956.0% | +984.5% |
| 5Y | +957.9% | -1.6% | +959.5% | +928.7% |
| 10Y | +4,534.6% | +16.3% | +4,518.3% | +4,750.4% |
| All | +5,934.8% | +95.8% | +5,839.0% | +6,582.6% |
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