+938.2%
MU vs AME
+77.7%
+860.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -3.0% | -3.0% |
| 7D | +12.8% | +5.9% | +6.9% | +6.2% |
| 30D | -14.9% | -1.9% | -12.9% | -12.1% |
| 3M | -18.0% | -5.4% | -12.7% | -12.5% |
| 6M | -3.1% | +4.9% | -8.0% | -4.6% |
| YTD | +172.9% | +18.5% | +154.4% | +140.2% |
| 1Y | +228.8% | +25.5% | +203.4% | +175.2% |
| 3Y | +950.8% | +63.0% | +887.8% | +582.2% |
| All | +938.2% | +77.7% | +860.5% | +500.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling