+228.8%
MU vs BAC
-3.1%
+232.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | +12.8% | +3.2% | +9.6% | +11.7% |
| 30D | -14.9% | -0.7% | -14.1% | -14.3% |
| 3M | -18.0% | -20.0% | +1.9% | -13.8% |
| 6M | -3.1% | +3.4% | -6.5% | -2.9% |
| YTD | +172.9% | -5.7% | +178.6% | +179.8% |
| 1Y | +228.8% | -1.4% | +230.3% | +218.2% |
| All | +228.8% | -3.1% | +232.0% | +218.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling