+2.6%
MU vs AR
-7.2%
+9.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.8% | -14.7% | -18.4% |
| 7D | -29.7% | -11.7% | -18.0% | -33.6% |
| 30D | -37.2% | +1.8% | -39.1% | -35.0% |
| 3M | -26.5% | +6.0% | -32.5% | -20.2% |
| 6M | +2.6% | -7.0% | +9.6% | +4.3% |
| All | +2.6% | -7.2% | +9.8% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling