+821.8%
MU vs APP
+478.2%
+343.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.5% | +11.5% |
| 7D | +2.0% | +48.9% | -46.9% | -7.1% |
| 30D | -18.0% | +49.4% | -67.4% | -25.6% |
| 3M | -6.6% | +27.0% | -33.6% | -12.7% |
| 6M | +2.0% | -15.4% | +17.4% | +2.0% |
| YTD | +184.5% | -39.9% | +224.4% | +197.1% |
| 1Y | +236.9% | -32.0% | +268.8% | +242.5% |
| 3Y | +987.0% | +824.3% | +162.6% | +491.9% |
| 5Y | +1,014.6% | +252.4% | +762.2% | +534.0% |
| All | +821.8% | +478.2% | +343.6% | +369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 APP 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