+3,971.9%
MU vs BAC
+266.4%
+3,705.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.6% |
| 7D | -22.0% | -1.2% | -20.8% | -21.3% |
| 30D | -36.6% | -7.7% | -28.9% | -33.2% |
| 3M | -21.7% | -21.2% | -0.6% | -9.3% |
| 6M | +3.5% | -6.8% | +10.4% | +6.9% |
| YTD | +141.9% | -8.7% | +150.6% | +151.8% |
| 1Y | +189.8% | -5.3% | +195.1% | +194.8% |
| 3Y | +855.4% | +87.4% | +767.9% | +525.1% |
| 5Y | +869.2% | +18.9% | +850.2% | +732.7% |
| All | +3,971.9% | +266.4% | +3,705.5% | +2,157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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