+668.6%
MU vs BIYA
-99.9%
+768.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.1% |
| 7D | -15.2% | -4.1% | -11.1% | -15.2% |
| 30D | -29.5% | -35.5% | +6.0% | -29.6% |
| 3M | -15.8% | -56.3% | +40.5% | -16.1% |
| 6M | -2.9% | -88.7% | +85.8% | -3.1% |
| YTD | +154.2% | -97.0% | +251.2% | +161.6% |
| 1Y | +186.6% | -98.7% | +285.3% | +203.4% |
| All | +668.6% | -99.9% | +768.5% | +729.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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