+1,263.7%
MU vs BLK
+29.1%
+1,234.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.2% |
| 7D | +2.0% | -5.2% | +7.2% | +6.1% |
| 30D | +12.5% | -7.0% | +19.6% | +18.4% |
| 3M | +9.6% | +5.7% | +3.9% | +3.2% |
| 6M | +142.6% | +11.0% | +131.6% | +118.6% |
| YTD | +242.7% | +0.9% | +241.8% | +231.3% |
| 1Y | +599.3% | -1.6% | +600.9% | +587.0% |
| 3Y | +1,308.3% | +64.5% | +1,243.8% | +820.2% |
| 5Y | +1,263.7% | +30.9% | +1,232.9% | +923.2% |
| All | +1,263.7% | +29.1% | +1,234.6% | +923.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 5y: compounded portfolio wealth divided by compounded BLK 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…
5y analysis · Full analysis span regression · 6 months rolling