+847.8%
MU vs BP
+103.6%
+744.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | -22.0% | -11.6% | -10.4% | -18.9% |
| 30D | -36.6% | 0.0% | -36.6% | -36.7% |
| 3M | -21.7% | +6.7% | -28.5% | -23.7% |
| 6M | +3.5% | +2.2% | +1.4% | +1.6% |
| YTD | +141.9% | +33.0% | +109.0% | +109.4% |
| 1Y | +189.8% | +30.7% | +159.1% | +152.1% |
| 3Y | +855.4% | +44.2% | +811.2% | +683.9% |
| All | +847.8% | +103.6% | +744.2% | +560.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling