+5,731.6%
MU vs AMCR
+14.6%
+5,717.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | -4.1% | -6.3% | +2.2% | -1.4% |
| 30D | +7.0% | -7.8% | +14.8% | +10.6% |
| 3M | -2.1% | +7.5% | -9.6% | -6.1% |
| 6M | +133.1% | +2.7% | +130.4% | +127.3% |
| YTD | +241.9% | +6.0% | +235.9% | +224.2% |
| 1Y | +548.8% | +7.8% | +541.0% | +509.1% |
| 3Y | +1,308.2% | +5.8% | +1,302.4% | +1,206.9% |
| 5Y | +1,260.7% | -11.6% | +1,272.3% | +1,276.1% |
| All | +5,731.6% | +14.6% | +5,717.0% | +4,633.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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