+2,221.8%
MU vs BG
+1,131.5%
+1,090.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.6% |
| 7D | +9.0% | +2.8% | +6.2% | +7.7% |
| 30D | +13.8% | +12.0% | +1.8% | +8.6% |
| 3M | +2.1% | -7.7% | +9.8% | +4.8% |
| 6M | +153.8% | +4.5% | +149.3% | +147.0% |
| YTD | +256.4% | +35.7% | +220.7% | +212.3% |
| 1Y | +719.8% | +50.1% | +669.7% | +584.7% |
| 3Y | +1,360.4% | +12.6% | +1,347.8% | +1,234.1% |
| 5Y | +1,312.4% | +75.4% | +1,237.0% | +934.6% |
| 10Y | +6,142.6% | +150.5% | +5,992.1% | +3,553.7% |
| All | +2,221.8% | +1,131.5% | +1,090.4% | +1,031.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling