+4,271.9%
MU vs APD
+192.6%
+4,079.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.2% | +5.1% |
| 7D | -12.0% | -1.6% | -10.5% | -11.1% |
| 30D | -28.7% | +10.6% | -39.3% | -32.6% |
| 3M | -16.4% | +2.5% | -19.0% | -18.0% |
| 6M | -1.8% | +6.0% | -7.8% | -6.0% |
| YTD | +157.1% | +28.4% | +128.6% | +118.4% |
| 1Y | +208.5% | +22.2% | +186.3% | +167.3% |
| 3Y | +906.2% | +26.6% | +879.6% | +727.3% |
| 5Y | +893.4% | +11.8% | +881.6% | +755.4% |
| 10Y | +4,271.9% | +187.8% | +4,084.1% | +1,939.5% |
| All | +4,271.9% | +192.6% | +4,079.3% | +1,939.5% |
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