+808.8%
MU vs APD
+13.4%
+795.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.9% | -14.5% | -16.7% |
| 7D | -29.7% | -0.7% | -29.0% | -29.5% |
| 30D | -37.2% | +10.1% | -47.4% | -38.7% |
| 3M | -26.5% | +4.9% | -31.4% | -27.5% |
| 6M | +2.6% | +2.5% | +0.1% | +1.7% |
| YTD | +130.1% | +27.8% | +102.4% | +112.7% |
| 1Y | +176.7% | +32.9% | +143.8% | +149.6% |
| All | +808.8% | +13.4% | +795.5% | +781.8% |
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