+265.1%
MU vs BNY
+45.2%
+220.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.3% | -9.3% | -8.2% |
| 7D | -19.1% | +2.8% | -21.9% | -20.3% |
| 30D | -25.2% | +6.7% | -31.9% | -27.9% |
| 3M | -10.9% | -2.2% | -8.7% | -9.9% |
| 6M | +38.0% | +16.8% | +21.2% | +29.0% |
| YTD | +178.8% | +33.9% | +144.9% | +123.2% |
| 1Y | +265.1% | +43.9% | +221.2% | +162.3% |
| All | +265.1% | +45.2% | +220.0% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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