+1,362.4%
MU vs BAH
-32.2%
+1,394.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.0% |
| 7D | +9.0% | -3.2% | +12.2% | +8.8% |
| 30D | +13.8% | +2.0% | +11.8% | +14.0% |
| 3M | +2.1% | -7.6% | +9.7% | +3.9% |
| 6M | +153.8% | -5.7% | +159.5% | +157.2% |
| YTD | +256.4% | -11.7% | +268.1% | +261.4% |
| 1Y | +719.8% | -27.4% | +747.1% | +761.5% |
| All | +1,362.4% | -32.2% | +1,394.6% | +1,414.7% |
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