+3,552.9%
MU vs AR
-32.8%
+3,585.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.8% | -14.7% | -17.0% |
| 7D | -29.7% | -11.7% | -18.0% | -28.1% |
| 30D | -37.2% | +1.8% | -39.1% | -37.4% |
| 3M | -26.5% | +6.0% | -32.5% | -27.5% |
| 6M | +2.6% | -7.0% | +9.6% | +2.9% |
| YTD | +130.1% | +5.6% | +124.6% | +123.8% |
| 1Y | +176.7% | +10.8% | +165.9% | +166.3% |
| 3Y | +813.1% | +19.3% | +793.8% | +764.9% |
| 5Y | +822.0% | +73.3% | +748.6% | +694.2% |
| 10Y | +3,936.2% | +47.6% | +3,888.6% | +3,307.6% |
| All | +3,552.9% | -32.8% | +3,585.7% | +3,504.3% |
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 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