+4,407.5%
MU vs APD
+191.9%
+4,215.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +12.8% | +3.8% | +9.0% | +10.6% |
| 30D | -14.9% | +8.2% | -23.1% | -18.4% |
| 3M | -18.0% | +4.3% | -22.3% | -20.2% |
| 6M | -3.1% | +4.7% | -7.8% | -6.6% |
| YTD | +172.9% | +31.5% | +141.4% | +128.8% |
| 1Y | +228.8% | +23.5% | +205.3% | +183.7% |
| 3Y | +950.8% | +29.1% | +921.7% | +754.9% |
| 5Y | +931.3% | +15.9% | +915.4% | +769.2% |
| All | +4,407.5% | +191.9% | +4,215.6% | +1,841.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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