+5,731.6%
MU vs AZO
+296.8%
+5,434.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -4.1% | -3.6% | -0.5% | -3.2% |
| 30D | +7.0% | -5.6% | +12.6% | +8.3% |
| 3M | -2.1% | -6.6% | +4.6% | -1.5% |
| 6M | +133.1% | -22.5% | +155.6% | +145.2% |
| YTD | +241.9% | -15.2% | +257.1% | +249.4% |
| 1Y | +548.8% | -33.9% | +582.7% | +615.4% |
| 3Y | +1,308.2% | +11.8% | +1,296.4% | +1,155.7% |
| 5Y | +1,260.7% | +85.5% | +1,175.2% | +871.7% |
| All | +5,731.6% | +296.8% | +5,434.8% | +3,615.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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