+855.4%
MU vs BB
+132.4%
+722.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.4% | +0.7% | +3.6% |
| 7D | -22.0% | +3.8% | -25.8% | -22.9% |
| 30D | -36.6% | -0.3% | -36.2% | -36.5% |
| 3M | -21.7% | -0.5% | -21.3% | -22.6% |
| 6M | +3.5% | +45.9% | -42.4% | -8.5% |
| YTD | +141.9% | +130.6% | +11.3% | +84.6% |
| 1Y | +189.8% | +89.2% | +100.7% | +133.4% |
| 3Y | +855.4% | +137.5% | +717.9% | +530.2% |
| All | +855.4% | +132.4% | +722.9% | +530.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling