+950.8%
MU vs BAC
+99.1%
+851.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.2% |
| 7D | +12.8% | +3.2% | +9.6% | +10.6% |
| 30D | -14.9% | -0.7% | -14.1% | -14.2% |
| 3M | -18.0% | -20.0% | +1.9% | -5.9% |
| 6M | -3.1% | +3.4% | -6.5% | -6.4% |
| YTD | +172.9% | -5.7% | +178.6% | +178.3% |
| 1Y | +228.8% | -1.4% | +230.3% | +224.1% |
| 3Y | +950.8% | +97.9% | +852.9% | +580.3% |
| All | +950.8% | +99.1% | +851.8% | +580.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling