+995.4%
MU vs AMCR
+15.7%
+979.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.8% | +13.7% | +12.4% |
| 7D | +2.0% | -8.5% | +10.5% | +4.7% |
| 30D | -18.0% | +6.8% | -24.7% | -19.6% |
| 3M | -6.6% | -5.0% | -1.6% | -5.4% |
| 6M | +2.0% | +13.9% | -11.8% | -3.3% |
| YTD | +184.5% | +11.2% | +173.2% | +166.4% |
| 1Y | +236.9% | +11.3% | +225.5% | +215.2% |
| All | +995.4% | +15.7% | +979.6% | +908.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling