+265.1%
MU vs BAH
+6.2%
+259.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.5% | -8.5% | -6.3% |
| 7D | -19.1% | +5.8% | -24.9% | -16.9% |
| 30D | -25.2% | +28.7% | -53.9% | -15.9% |
| 3M | -10.9% | +20.9% | -31.8% | -2.0% |
| 6M | +38.0% | +15.2% | +22.8% | +58.4% |
| YTD | +178.8% | +7.1% | +171.8% | +215.5% |
| 1Y | +265.1% | +6.4% | +258.8% | +329.9% |
| All | +265.1% | +6.2% | +259.0% | +329.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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