+4,407.5%
MU vs BB
+21.8%
+4,385.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.9% |
| 7D | +12.8% | +1.8% | +11.0% | +12.4% |
| 30D | -14.9% | +8.1% | -23.0% | -16.5% |
| 3M | -18.0% | -1.0% | -17.0% | -18.4% |
| 6M | -3.1% | +45.9% | -49.0% | -12.6% |
| YTD | +172.9% | +134.8% | +38.1% | +117.8% |
| 1Y | +228.8% | +104.6% | +124.2% | +169.8% |
| 3Y | +950.8% | +152.8% | +798.0% | +683.8% |
| 5Y | +931.3% | -17.4% | +948.7% | +836.8% |
| All | +4,407.5% | +21.8% | +4,385.8% | +2,748.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling