+1,165.3%
MU vs BAM
+86.2%
+1,079.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.6% |
| 7D | -22.0% | +9.7% | -31.7% | -26.0% |
| 30D | -36.6% | +19.0% | -55.6% | -42.6% |
| 3M | -21.7% | +0.6% | -22.3% | -22.5% |
| 6M | +3.5% | +11.1% | -7.5% | -4.0% |
| YTD | +141.9% | +4.2% | +137.8% | +131.4% |
| 1Y | +189.8% | +3.3% | +186.5% | +179.1% |
| 3Y | +855.4% | +88.8% | +766.6% | +619.7% |
| All | +1,165.3% | +86.2% | +1,079.1% | +834.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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