+950.8%
MU vs BAX
-18.0%
+968.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +12.8% | +0.1% | +12.7% | +12.8% |
| 30D | -14.9% | +4.1% | -18.9% | -15.6% |
| 3M | -18.0% | -4.5% | -13.5% | -17.2% |
| 6M | -3.1% | +49.2% | -52.4% | -14.0% |
| YTD | +172.9% | +35.2% | +137.6% | +145.0% |
| 1Y | +228.8% | +38.3% | +190.6% | +192.2% |
| 3Y | +950.8% | -19.0% | +969.9% | +985.2% |
| All | +950.8% | -18.0% | +968.8% | +985.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling