+871.5%
MU vs BG
+4.4%
+867.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -15.2% | +5.0% | -20.2% | -16.1% |
| 30D | -29.5% | -3.2% | -26.3% | -29.1% |
| 3M | -15.8% | -11.2% | -4.6% | -13.9% |
| 6M | -2.9% | -19.4% | +16.6% | +1.7% |
| YTD | +154.2% | +13.6% | +140.6% | +142.2% |
| 1Y | +186.6% | +7.3% | +179.3% | +176.6% |
| 3Y | +871.5% | +3.8% | +867.7% | +830.8% |
| All | +871.5% | +4.4% | +867.0% | +830.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling