+6,028.8%
MU vs APD
+164.4%
+5,864.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.6% |
| 7D | +9.0% | -2.2% | +11.2% | +10.3% |
| 30D | +13.8% | +2.1% | +11.7% | +12.2% |
| 3M | +2.1% | +7.2% | -5.1% | -2.8% |
| 6M | +153.8% | +11.2% | +142.6% | +136.0% |
| YTD | +256.4% | +24.4% | +232.0% | +208.6% |
| 1Y | +719.8% | +6.7% | +713.1% | +667.6% |
| 3Y | +1,360.4% | +9.2% | +1,351.1% | +1,206.4% |
| 5Y | +1,312.4% | +27.4% | +1,285.1% | +1,001.2% |
| All | +6,028.8% | +164.4% | +5,864.4% | +2,634.1% |
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