+4,536.1%
MU vs AU
+607.0%
+3,929.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.3% |
| 7D | +12.8% | -7.2% | +20.0% | +13.8% |
| 30D | -14.9% | -2.9% | -12.0% | -14.7% |
| 3M | -18.0% | -8.7% | -9.4% | -17.3% |
| 6M | -3.1% | -14.1% | +11.0% | -1.5% |
| YTD | +172.9% | +4.8% | +168.1% | +170.2% |
| 1Y | +228.8% | +11.9% | +217.0% | +223.1% |
| 3Y | +950.8% | +513.8% | +437.0% | +747.3% |
| 5Y | +931.3% | +379.3% | +552.0% | +733.0% |
| 10Y | +4,417.7% | +837.1% | +3,580.6% | +3,061.5% |
| All | +4,536.1% | +607.0% | +3,929.1% | +2,988.4% |
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