+1,189.4%
MU vs AUR
-36.6%
+1,226.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.0% |
| 7D | +9.0% | +8.7% | +0.2% | +7.3% |
| 30D | +13.8% | -5.2% | +19.0% | +14.7% |
| 3M | +2.1% | -7.3% | +9.4% | +3.4% |
| 6M | +153.8% | +41.2% | +112.6% | +138.4% |
| YTD | +256.4% | +65.1% | +191.3% | +225.5% |
| 1Y | +719.8% | +13.4% | +706.3% | +691.1% |
| 3Y | +1,360.4% | +98.1% | +1,262.2% | +1,088.7% |
| 5Y | +1,312.4% | -36.0% | +1,348.4% | +1,074.7% |
| All | +1,189.4% | -36.6% | +1,226.0% | +980.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling