+13,160.5%
MU vs AMCR
+100.3%
+13,060.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +12.8% | -2.4% | +15.2% | +13.6% |
| 30D | -14.9% | +3.6% | -18.5% | -16.0% |
| 3M | -18.0% | -4.2% | -13.8% | -17.2% |
| 6M | -3.1% | +15.5% | -18.6% | -8.7% |
| YTD | +172.9% | +9.7% | +163.2% | +158.7% |
| 1Y | +228.8% | +8.3% | +220.5% | +213.1% |
| 3Y | +950.8% | +15.4% | +935.5% | +868.8% |
| 5Y | +931.3% | -9.1% | +940.4% | +931.1% |
| 10Y | +4,417.7% | +18.6% | +4,399.1% | +3,841.8% |
| All | +13,160.5% | +100.3% | +13,060.2% | +11,338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling