+548.8%
MU vs BG
+53.0%
+495.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -4.1% | +3.1% | -7.2% | -4.6% |
| 30D | +7.0% | +10.2% | -3.2% | +5.0% |
| 3M | -2.1% | -1.7% | -0.4% | -2.0% |
| 6M | +133.1% | +1.0% | +132.1% | +133.1% |
| YTD | +241.9% | +39.9% | +202.0% | +228.3% |
| 1Y | +548.8% | +53.2% | +495.5% | +518.2% |
| All | +548.8% | +53.0% | +495.8% | +518.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling