+4,407.5%
MU vs BG
+111.0%
+4,296.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.1% |
| 7D | +12.8% | +2.6% | +10.2% | +11.9% |
| 30D | -14.9% | -6.7% | -8.2% | -13.0% |
| 3M | -18.0% | -9.3% | -8.8% | -15.9% |
| 6M | -3.1% | -18.3% | +15.2% | +2.8% |
| YTD | +172.9% | +16.2% | +156.7% | +153.9% |
| 1Y | +228.8% | +7.6% | +221.3% | +213.8% |
| 3Y | +950.8% | +6.6% | +944.3% | +880.2% |
| 5Y | +931.3% | +22.2% | +909.1% | +774.5% |
| All | +4,407.5% | +111.0% | +4,296.5% | +2,609.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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