+3,971.9%
MU vs APH
+894.6%
+3,077.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +1.1% |
| 7D | -22.0% | -5.9% | -16.1% | -16.5% |
| 30D | -36.6% | -14.8% | -21.8% | -25.2% |
| 3M | -21.7% | -12.4% | -9.3% | -10.9% |
| 6M | +3.5% | +8.1% | -4.5% | -3.7% |
| YTD | +141.9% | +10.9% | +131.0% | +105.1% |
| 1Y | +189.8% | +8.8% | +181.1% | +152.0% |
| 3Y | +855.4% | +262.1% | +593.3% | +129.3% |
| 5Y | +869.2% | +283.1% | +586.0% | +118.4% |
| All | +3,971.9% | +894.6% | +3,077.3% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling