+1,346.4%
MU vs AU
+688.4%
+657.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.1% | +2.6% |
| 7D | +7.5% | +0.6% | +6.8% | +7.3% |
| 30D | +19.4% | +12.3% | +7.1% | +16.2% |
| 3M | +9.8% | +29.4% | -19.5% | +3.6% |
| 6M | +164.1% | +3.2% | +160.9% | +158.8% |
| YTD | +260.3% | +31.8% | +228.5% | +240.0% |
| 1Y | +661.2% | +83.4% | +577.8% | +587.7% |
| 3Y | +1,380.8% | +623.1% | +757.7% | +1,042.8% |
| 5Y | +1,346.4% | +700.5% | +645.9% | +983.6% |
| All | +1,346.4% | +688.4% | +657.9% | +983.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling