+995.4%
MU vs BP
+48.4%
+947.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +11.4% |
| 7D | +2.0% | -0.8% | +2.8% | +2.4% |
| 30D | -18.0% | -3.1% | -14.8% | -17.2% |
| 3M | -6.6% | +6.2% | -12.7% | -8.6% |
| 6M | +2.0% | +4.8% | -2.8% | -0.4% |
| YTD | +184.5% | +35.2% | +149.3% | +136.3% |
| 1Y | +236.9% | +27.4% | +209.4% | +188.9% |
| All | +995.4% | +48.4% | +947.0% | +745.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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