+3,971.9%
MU vs AME
+442.8%
+3,529.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +2.7% |
| 7D | -22.0% | -5.2% | -16.8% | -17.3% |
| 30D | -36.6% | -8.0% | -28.5% | -30.7% |
| 3M | -21.7% | -8.9% | -12.8% | -13.9% |
| 6M | +3.5% | -5.0% | +8.5% | +11.8% |
| YTD | +141.9% | +11.9% | +130.0% | +126.8% |
| 1Y | +189.8% | +16.6% | +173.2% | +162.7% |
| 3Y | +855.4% | +62.5% | +792.9% | +542.5% |
| 5Y | +869.2% | +67.6% | +801.6% | +530.7% |
| All | +3,971.9% | +442.8% | +3,529.2% | +1,307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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