+548.8%
MU vs AUR
+17.8%
+531.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.8% |
| 7D | -4.1% | +1.4% | -5.5% | -4.6% |
| 30D | +7.0% | -6.4% | +13.4% | +9.4% |
| 3M | -2.1% | +7.7% | -9.8% | -5.0% |
| 6M | +133.1% | +44.5% | +88.6% | +106.3% |
| YTD | +241.9% | +67.4% | +174.5% | +185.2% |
| 1Y | +548.8% | +15.4% | +533.3% | +521.1% |
| All | +548.8% | +17.8% | +531.0% | +521.1% |
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