+1,362.4%
MU vs BAM
+61.4%
+1,301.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +5.7% |
| 7D | +9.0% | -2.0% | +10.9% | +10.3% |
| 30D | +13.8% | -2.9% | +16.7% | +15.4% |
| 3M | +2.1% | +9.4% | -7.3% | -4.7% |
| 6M | +153.8% | +10.8% | +143.1% | +133.8% |
| YTD | +256.4% | -0.4% | +256.8% | +250.3% |
| 1Y | +719.8% | -10.9% | +730.6% | +769.8% |
| All | +1,362.4% | +61.4% | +1,301.1% | +974.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling