+1,014.6%
MU vs BAC
+21.0%
+993.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +2.0% | -1.9% | +3.9% | +3.7% |
| 30D | -18.0% | -7.2% | -10.8% | -13.9% |
| 3M | -6.6% | -20.4% | +13.9% | +7.6% |
| 6M | +2.0% | +1.3% | +0.8% | +0.1% |
| YTD | +184.5% | -6.4% | +190.9% | +191.4% |
| 1Y | +236.9% | -3.5% | +240.4% | +238.3% |
| 3Y | +987.0% | +96.7% | +890.3% | +584.4% |
| 5Y | +1,014.6% | +20.6% | +994.0% | +862.3% |
| All | +1,014.6% | +21.0% | +993.6% | +862.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling