+4,277.4%
MU vs APD
+188.9%
+4,088.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -15.2% | -0.2% | -15.0% | -14.9% |
| 30D | -29.5% | +11.0% | -40.5% | -33.5% |
| 3M | -15.8% | +2.0% | -17.8% | -17.0% |
| 6M | -2.9% | +7.1% | -9.9% | -7.5% |
| YTD | +154.2% | +29.8% | +124.5% | +114.7% |
| 1Y | +186.6% | +24.0% | +162.6% | +146.2% |
| 3Y | +871.5% | +27.2% | +844.3% | +697.0% |
| 5Y | +911.7% | +12.8% | +898.9% | +767.1% |
| 10Y | +4,277.4% | +185.0% | +4,092.4% | +1,874.3% |
| All | +4,277.4% | +188.9% | +4,088.5% | +1,874.3% |
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