+887.4%
MU vs AUR
-57.9%
+945.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.9% |
| 7D | +12.8% | -4.5% | +17.3% | +13.8% |
| 30D | -14.9% | -16.6% | +1.8% | -12.0% |
| 3M | -18.0% | -38.5% | +20.4% | -10.9% |
| 6M | -3.1% | -49.9% | +46.8% | +8.9% |
| YTD | +172.9% | +9.6% | +163.3% | +167.7% |
| 1Y | +228.8% | +1.2% | +227.6% | +226.0% |
| 3Y | +950.8% | +128.8% | +822.0% | +754.5% |
| 5Y | +931.3% | -57.9% | +989.2% | +829.6% |
| All | +887.4% | -57.9% | +945.3% | +788.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling