+1,263.7%
MU vs AUR
-36.2%
+1,299.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -4.4% |
| 7D | +2.0% | +0.2% | +1.9% | +2.0% |
| 30D | +12.5% | -8.9% | +21.5% | +14.3% |
| 3M | +9.6% | +4.6% | +5.0% | +8.6% |
| 6M | +142.6% | +44.9% | +97.8% | +127.1% |
| YTD | +242.7% | +64.8% | +177.8% | +213.0% |
| 1Y | +599.3% | +16.4% | +582.9% | +572.4% |
| 3Y | +1,308.3% | +85.1% | +1,223.2% | +1,060.3% |
| 5Y | +1,263.7% | -36.1% | +1,299.8% | +1,011.3% |
| All | +1,263.7% | -36.2% | +1,299.9% | +1,011.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling