+906.2%
MU vs APP
+809.0%
+97.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.8% | +1.5% | +5.4% |
| 7D | -12.0% | +79.2% | -91.2% | -22.5% |
| 30D | -28.7% | +48.0% | -76.7% | -34.7% |
| 3M | -16.4% | +18.2% | -34.7% | -20.1% |
| 6M | -1.8% | -12.5% | +10.7% | -1.5% |
| YTD | +157.1% | -39.2% | +196.2% | +171.5% |
| 1Y | +208.5% | -33.9% | +242.4% | +219.4% |
| 3Y | +906.2% | +933.3% | -27.1% | +430.4% |
| All | +906.2% | +809.0% | +97.2% | +430.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling