+1,362.4%
MU vs APD
+9.1%
+1,353.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.3% |
| 7D | +9.0% | -2.2% | +11.2% | +9.6% |
| 30D | +13.8% | +2.1% | +11.7% | +13.0% |
| 3M | +2.1% | +7.2% | -5.1% | -0.4% |
| 6M | +153.8% | +11.2% | +142.6% | +145.1% |
| YTD | +256.4% | +24.4% | +232.0% | +231.3% |
| 1Y | +719.8% | +6.7% | +713.1% | +703.4% |
| All | +1,362.4% | +9.1% | +1,353.3% | +1,326.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling