+228.8%
MU vs AUR
+0.7%
+228.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.3% |
| 7D | +12.8% | -4.5% | +17.3% | +14.9% |
| 30D | -14.9% | -16.6% | +1.8% | -9.0% |
| 3M | -18.0% | -38.5% | +20.4% | -3.0% |
| 6M | -3.1% | -49.9% | +46.8% | +20.1% |
| YTD | +172.9% | +9.6% | +163.3% | +172.4% |
| 1Y | +228.8% | +1.2% | +227.6% | +233.8% |
| All | +228.8% | +0.7% | +228.1% | +233.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling