+106,206.6%
MU vs BAX
+900.4%
+105,306.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.7% |
| 7D | +9.0% | -1.1% | +10.1% | +9.5% |
| 30D | +13.8% | -5.5% | +19.3% | +15.9% |
| 3M | +2.1% | +33.5% | -31.5% | -9.5% |
| 6M | +153.8% | +35.9% | +117.9% | +121.8% |
| YTD | +256.4% | +35.4% | +221.0% | +208.0% |
| 1Y | +719.8% | +9.8% | +710.0% | +660.5% |
| 3Y | +1,360.4% | -32.7% | +1,393.1% | +1,475.3% |
| 5Y | +1,312.4% | -65.6% | +1,378.0% | +1,827.7% |
| 10Y | +6,142.6% | -34.9% | +6,177.5% | +6,640.3% |
| All | +106,206.6% | +900.4% | +105,306.2% | +34,847.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling