+995.4%
MU vs BAH
-26.8%
+1,022.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +11.8% |
| 7D | +2.0% | -1.6% | +3.6% | +1.9% |
| 30D | -18.0% | +18.0% | -36.0% | -16.6% |
| 3M | -6.6% | +11.4% | -18.0% | -5.3% |
| 6M | +2.0% | +17.7% | -15.6% | +5.5% |
| YTD | +184.5% | +5.4% | +179.1% | +193.9% |
| 1Y | +236.9% | +2.8% | +234.1% | +249.6% |
| All | +995.4% | -26.8% | +1,022.1% | +1,119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling