+1,319.3%
MU vs AMCR
-9.8%
+1,329.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | +7.2% | -1.8% | +9.0% | +8.0% |
| 30D | +14.0% | -6.0% | +20.0% | +16.9% |
| 3M | +5.4% | +18.9% | -13.5% | -3.6% |
| 6M | +170.3% | +5.7% | +164.6% | +159.6% |
| YTD | +250.7% | +11.1% | +239.6% | +223.6% |
| 1Y | +662.1% | +12.7% | +649.4% | +596.1% |
| 3Y | +1,341.2% | +9.6% | +1,331.6% | +1,187.0% |
| 5Y | +1,319.3% | -10.3% | +1,329.7% | +1,338.2% |
| All | +1,319.3% | -9.8% | +1,329.2% | +1,338.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling