+186.6%
MU vs APD
+22.2%
+164.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -15.2% | -0.2% | -15.0% | -15.1% |
| 30D | -29.5% | +11.0% | -40.5% | -28.5% |
| 3M | -15.8% | +1.3% | -17.1% | -15.2% |
| 6M | -2.9% | +6.4% | -9.2% | -1.6% |
| YTD | +154.2% | +28.9% | +125.3% | +169.0% |
| 1Y | +186.6% | +23.2% | +163.4% | +196.9% |
| All | +186.6% | +22.2% | +164.4% | +196.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling