+5,975.2%
MU vs APA
-3.2%
+5,978.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.2% | +9.3% | +6.8% |
| 7D | +9.0% | +0.5% | +8.4% | +8.8% |
| 30D | +13.8% | +23.4% | -9.6% | +8.0% |
| 3M | +2.1% | +12.7% | -10.6% | -1.7% |
| 6M | +153.8% | +39.4% | +114.4% | +127.9% |
| YTD | +256.4% | +79.0% | +177.4% | +198.4% |
| 1Y | +719.8% | +88.8% | +630.9% | +572.1% |
| 3Y | +1,360.4% | +6.4% | +1,354.0% | +1,231.3% |
| 5Y | +1,312.4% | +153.0% | +1,159.4% | +895.7% |
| All | +5,975.2% | -3.2% | +5,978.4% | +4,023.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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