+5,556.6%
MU vs AR
-27.2%
+5,583.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +6.2% |
| 7D | +9.0% | +2.5% | +6.5% | +8.5% |
| 30D | +13.8% | +14.8% | -1.0% | +10.9% |
| 3M | +2.1% | +6.2% | -4.1% | +0.4% |
| 6M | +153.8% | +4.3% | +149.5% | +148.9% |
| YTD | +256.4% | +14.4% | +242.0% | +242.2% |
| 1Y | +719.8% | +21.3% | +698.4% | +677.3% |
| 3Y | +1,360.4% | +39.8% | +1,320.6% | +1,246.5% |
| 5Y | +1,312.4% | +142.1% | +1,170.3% | +1,050.4% |
| 10Y | +6,142.6% | +52.0% | +6,090.5% | +5,158.2% |
| All | +5,556.6% | -27.2% | +5,583.8% | +5,412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling