+265.1%
MU vs BAX
+46.0%
+219.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.0% | -11.0% | -7.0% |
| 7D | -19.1% | +4.1% | -23.2% | -19.1% |
| 30D | -25.2% | +9.4% | -34.7% | -25.2% |
| 3M | -10.9% | -6.5% | -4.4% | -10.6% |
| 6M | +38.0% | +59.6% | -21.6% | +36.0% |
| YTD | +178.8% | +38.9% | +140.0% | +183.3% |
| 1Y | +265.1% | +48.0% | +217.1% | +272.4% |
| All | +265.1% | +46.0% | +219.1% | +272.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling