+2.1%
MU vs BE
-9.3%
+11.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.4% | -1.3% | +2.2% |
| 7D | +9.0% | +20.0% | -11.0% | -1.4% |
| 30D | +13.8% | +7.9% | +5.9% | +8.5% |
| 3M | +2.1% | -13.2% | +15.3% | +3.0% |
| All | +2.1% | -9.3% | +11.4% | +3.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling