+1,362.4%
MU vs BAX
-32.5%
+1,394.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.9% |
| 7D | +9.0% | -1.1% | +10.1% | +9.3% |
| 30D | +13.8% | -5.5% | +19.3% | +15.1% |
| 3M | +2.1% | +33.5% | -31.5% | -5.4% |
| 6M | +153.8% | +35.9% | +117.9% | +132.6% |
| YTD | +256.4% | +35.4% | +221.0% | +223.0% |
| 1Y | +719.8% | +9.8% | +710.0% | +691.5% |
| All | +1,362.4% | -32.5% | +1,394.9% | +1,471.1% |
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 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