+231.7%
MU vs BAX
+44.2%
+187.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.3% | +12.2% | +11.9% |
| 7D | +2.0% | -0.6% | +2.6% | +2.1% |
| 30D | -18.0% | +6.3% | -24.3% | -17.9% |
| 3M | -6.6% | -4.6% | -2.0% | -6.2% |
| 6M | +2.0% | +50.4% | -48.4% | +0.4% |
| YTD | +184.5% | +38.0% | +146.4% | +182.9% |
| All | +231.7% | +44.2% | +187.4% | +228.3% |
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