+938.2%
MU vs BAH
+6.1%
+932.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | +12.8% | +1.7% | +11.1% | +12.8% |
| 30D | -14.9% | +20.8% | -35.6% | -14.6% |
| 3M | -18.0% | +11.6% | -29.6% | -17.8% |
| 6M | -3.1% | +23.1% | -26.2% | -2.5% |
| YTD | +172.9% | +5.3% | +167.6% | +176.3% |
| 1Y | +228.8% | +6.1% | +222.7% | +232.3% |
| 3Y | +950.8% | -27.5% | +978.3% | +1,027.6% |
| All | +938.2% | +6.1% | +932.1% | +901.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling