+2.1%
MU vs APP
-44.0%
+46.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.2% | +3.9% | +5.8% |
| 7D | +9.0% | +0.9% | +8.1% | +8.8% |
| 30D | +13.8% | -23.3% | +37.1% | +16.0% |
| 3M | +2.1% | -42.6% | +44.7% | +0.7% |
| All | +2.1% | -44.0% | +46.1% | +0.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling