+153.8%
MU vs APA
+40.1%
+113.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.2% | +9.3% | +4.6% |
| 7D | +9.0% | +0.5% | +8.4% | +9.3% |
| 30D | +13.8% | +23.4% | -9.6% | +26.2% |
| 3M | +2.1% | +12.7% | -10.6% | +9.0% |
| 6M | +153.8% | +39.4% | +114.4% | +205.2% |
| All | +153.8% | +40.1% | +113.7% | +205.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling