+3.5%
MU vs APD
+1.7%
+1.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.1% |
| 7D | -22.0% | -3.7% | -18.3% | -21.9% |
| 30D | -36.6% | +9.6% | -46.2% | -36.0% |
| 3M | -21.7% | +1.6% | -23.3% | -21.0% |
| 6M | +3.5% | +2.2% | +1.4% | +19.4% |
| All | +3.5% | +1.7% | +1.8% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling