+4,271.9%
MU vs BAH
+218.8%
+4,053.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +6.0% |
| 7D | -12.0% | -1.5% | -10.5% | -11.9% |
| 30D | -28.7% | +17.3% | -46.0% | -30.9% |
| 3M | -16.4% | +14.9% | -31.3% | -19.1% |
| 6M | -1.8% | +14.2% | -16.0% | -5.5% |
| YTD | +157.1% | +5.1% | +151.9% | +147.6% |
| 1Y | +208.5% | +2.1% | +206.4% | +199.5% |
| 3Y | +906.2% | -26.0% | +932.1% | +941.9% |
| 5Y | +893.4% | +9.0% | +884.4% | +748.2% |
| 10Y | +4,271.9% | +208.8% | +4,063.1% | +2,300.2% |
| All | +4,271.9% | +218.8% | +4,053.1% | +2,300.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling