+1,293.0%
MU vs BE
+891.6%
+401.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.2% |
| 7D | -15.2% | -13.4% | -1.8% | -12.3% |
| 30D | -29.5% | -33.9% | +4.4% | -23.2% |
| 3M | -15.8% | -12.0% | -3.8% | -14.1% |
| 6M | -2.9% | -29.0% | +26.1% | +2.7% |
| YTD | +154.2% | +113.4% | +40.8% | +116.0% |
| 1Y | +186.6% | +33.2% | +153.4% | +161.3% |
| 3Y | +871.5% | +1,659.2% | -787.7% | +427.2% |
| 5Y | +911.7% | +461.4% | +450.3% | +521.6% |
| All | +1,293.0% | +891.6% | +401.4% | +525.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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