+896.2%
MU vs AU
+399.2%
+497.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +0.1% |
| 7D | -15.2% | +15.3% | -30.5% | -18.0% |
| 30D | -29.5% | -0.3% | -29.2% | -29.6% |
| 3M | -15.8% | -2.9% | -12.9% | -15.6% |
| 6M | -2.9% | -10.7% | +7.8% | -1.7% |
| YTD | +154.2% | +14.0% | +140.3% | +146.6% |
| 1Y | +186.6% | +32.5% | +154.1% | +171.7% |
| 3Y | +871.5% | +557.9% | +313.6% | +661.5% |
| All | +896.2% | +399.2% | +497.0% | +634.9% |
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