+5,778.3%
MU vs BAX
-36.7%
+5,815.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | -0.2% |
| 7D | +7.2% | -2.4% | +9.6% | +8.2% |
| 30D | +14.0% | -9.7% | +23.7% | +18.3% |
| 3M | +5.4% | +29.3% | -23.9% | -6.2% |
| 6M | +170.3% | +40.7% | +129.6% | +129.9% |
| YTD | +250.7% | +30.3% | +220.4% | +203.2% |
| 1Y | +662.1% | +3.4% | +658.7% | +623.5% |
| 3Y | +1,341.2% | -32.0% | +1,373.2% | +1,483.5% |
| 5Y | +1,319.3% | -66.9% | +1,386.2% | +2,168.1% |
| 10Y | +5,778.3% | -37.1% | +5,815.4% | +5,896.4% |
| All | +5,778.3% | -36.7% | +5,815.0% | +5,896.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling