+938.2%
MU vs BB
-17.6%
+955.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.7% |
| 7D | +12.8% | +1.8% | +11.0% | +12.3% |
| 30D | -14.9% | +8.1% | -23.0% | -17.0% |
| 3M | -18.0% | -1.0% | -17.0% | -18.6% |
| 6M | -3.1% | +45.9% | -49.0% | -15.0% |
| YTD | +172.9% | +134.8% | +38.1% | +104.7% |
| 1Y | +228.8% | +104.6% | +124.2% | +155.5% |
| 3Y | +950.8% | +152.8% | +798.0% | +618.6% |
| All | +938.2% | -17.6% | +955.8% | +816.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling