+4,407.5%
MU vs AR
+57.4%
+4,350.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +12.8% | +7.4% | +5.4% | +11.5% |
| 30D | -14.9% | +5.8% | -20.6% | -15.6% |
| 3M | -18.0% | +5.2% | -23.3% | -18.9% |
| 6M | -3.1% | +5.4% | -8.6% | -4.8% |
| YTD | +172.9% | +12.4% | +160.5% | +163.0% |
| 1Y | +228.8% | +12.8% | +216.0% | +216.6% |
| 3Y | +950.8% | +47.2% | +903.7% | +869.2% |
| 5Y | +931.3% | +101.1% | +830.1% | +783.0% |
| All | +4,407.5% | +57.4% | +4,350.2% | +3,794.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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