+4,524.1%
MU vs BAX
-36.0%
+4,560.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.7% |
| 7D | +21.6% | +0.4% | +21.3% | +21.5% |
| 30D | -16.2% | +3.4% | -19.6% | -17.4% |
| 3M | -12.4% | -4.5% | -7.9% | -11.3% |
| 6M | +4.2% | +44.0% | -39.8% | -11.8% |
| YTD | +180.0% | +34.9% | +145.1% | +138.1% |
| 1Y | +226.4% | +37.9% | +188.5% | +173.9% |
| 3Y | +969.7% | -17.1% | +986.8% | +974.8% |
| 5Y | +957.9% | -64.3% | +1,022.2% | +1,533.0% |
| All | +4,524.1% | -36.0% | +4,560.1% | +4,270.9% |
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