+9,607.9%
MU vs BAH
+1,056.2%
+8,551.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.4% | +9.6% | +6.2% |
| 7D | -22.0% | -3.5% | -18.5% | -21.5% |
| 30D | -36.6% | +24.3% | -60.8% | -40.3% |
| 3M | -21.7% | +16.3% | -38.0% | -25.5% |
| 6M | +3.5% | +13.6% | -10.0% | -2.4% |
| YTD | +141.9% | +3.5% | +138.4% | +129.2% |
| 1Y | +189.8% | +2.7% | +187.1% | +174.6% |
| 3Y | +855.4% | -26.6% | +881.9% | +877.1% |
| 5Y | +869.2% | +8.5% | +860.6% | +721.1% |
| 10Y | +4,142.8% | +225.1% | +3,917.7% | +2,117.8% |
| All | +9,607.9% | +1,056.2% | +8,551.7% | +2,779.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling