+847.8%
MU vs BAX
-63.7%
+911.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | -22.0% | +12.1% | -34.1% | -24.2% |
| 30D | -36.6% | +7.6% | -44.2% | -37.8% |
| 3M | -21.7% | -4.5% | -17.2% | -21.0% |
| 6M | +3.5% | +52.0% | -48.5% | -8.9% |
| YTD | +141.9% | +35.1% | +106.8% | +117.1% |
| 1Y | +189.8% | +43.7% | +146.1% | +154.1% |
| 3Y | +855.4% | -20.9% | +876.3% | +886.2% |
| All | +847.8% | -63.7% | +911.5% | +1,234.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling