+5,954.5%
MU vs AU
+793.6%
+5,160.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.3% | +8.4% | +6.4% |
| 7D | +9.0% | -3.6% | +12.6% | +9.4% |
| 30D | +13.8% | +23.9% | -10.1% | +10.6% |
| 3M | +2.1% | +19.1% | -17.0% | -0.2% |
| 6M | +153.8% | -0.2% | +154.0% | +152.8% |
| YTD | +256.4% | +32.5% | +223.9% | +243.1% |
| 1Y | +719.8% | +96.9% | +622.8% | +655.1% |
| 3Y | +1,360.4% | +614.7% | +745.6% | +1,050.3% |
| 5Y | +1,312.4% | +647.7% | +664.7% | +983.4% |
| 10Y | +6,142.6% | +679.2% | +5,463.4% | +4,354.6% |
| All | +5,954.5% | +793.6% | +5,160.9% | +3,821.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling