+1,315.7%
MU vs APD
+27.6%
+1,288.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.5% |
| 7D | +9.0% | -2.2% | +11.2% | +9.9% |
| 30D | +13.8% | +2.1% | +11.7% | +12.6% |
| 3M | +2.1% | +7.2% | -5.1% | -1.4% |
| 6M | +153.8% | +11.2% | +142.6% | +141.2% |
| YTD | +256.4% | +24.4% | +232.0% | +221.2% |
| 1Y | +719.8% | +6.7% | +713.1% | +687.6% |
| 3Y | +1,360.4% | +9.2% | +1,351.1% | +1,279.5% |
| All | +1,315.7% | +27.6% | +1,288.1% | +1,024.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling