+4,271.9%
MU vs BAC
+257.8%
+4,014.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +4.0% | +4.8% |
| 7D | -12.0% | +2.0% | -14.0% | -13.0% |
| 30D | -28.7% | -6.9% | -21.8% | -25.3% |
| 3M | -16.4% | -19.6% | +3.1% | -4.3% |
| 6M | -1.8% | -0.5% | -1.3% | -2.5% |
| YTD | +157.1% | -6.6% | +163.7% | +163.9% |
| 1Y | +208.5% | -3.0% | +211.5% | +209.2% |
| 3Y | +906.2% | +97.3% | +808.8% | +536.3% |
| 5Y | +893.4% | +21.9% | +871.5% | +740.2% |
| 10Y | +4,271.9% | +251.7% | +4,020.2% | +2,179.6% |
| All | +4,271.9% | +257.8% | +4,014.0% | +2,179.6% |
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