+4,598.6%
MU vs BAX
-34.5%
+4,633.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.3% | +12.2% | +12.0% |
| 7D | +2.0% | -0.6% | +2.6% | +2.5% |
| 30D | -18.0% | +6.3% | -24.3% | -19.9% |
| 3M | -6.6% | -4.6% | -2.0% | -5.4% |
| 6M | +2.0% | +50.4% | -48.4% | -15.2% |
| YTD | +184.5% | +38.0% | +146.4% | +139.8% |
| 1Y | +236.9% | +44.6% | +192.3% | +177.2% |
| 3Y | +987.0% | -15.1% | +1,002.1% | +982.7% |
| 5Y | +1,014.6% | -63.3% | +1,077.9% | +1,601.7% |
| All | +4,598.6% | -34.5% | +4,633.1% | +4,303.1% |
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