+4,609.2%
MU vs BAH
+211.3%
+4,397.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +12.0% |
| 7D | +2.0% | -1.6% | +3.6% | +2.2% |
| 30D | -18.0% | +18.0% | -36.0% | -20.6% |
| 3M | -6.6% | +11.4% | -18.0% | -8.9% |
| 6M | +2.0% | +17.7% | -15.6% | -2.5% |
| YTD | +184.5% | +5.4% | +179.1% | +174.0% |
| 1Y | +236.9% | +2.8% | +234.1% | +226.5% |
| 3Y | +987.0% | -26.7% | +1,013.6% | +1,030.1% |
| 5Y | +1,014.6% | +8.1% | +1,006.6% | +856.9% |
| 10Y | +4,609.2% | +202.5% | +4,406.7% | +2,495.6% |
| All | +4,609.2% | +211.3% | +4,397.9% | +2,495.6% |
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