+75,738.0%
MU vs BP
+1,352.6%
+74,385.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -15.2% | -6.3% | -8.9% | -12.2% |
| 30D | -29.5% | -3.6% | -25.9% | -28.4% |
| 3M | -15.8% | +5.2% | -21.0% | -18.5% |
| 6M | -2.9% | +5.3% | -8.2% | -7.4% |
| YTD | +154.2% | +33.1% | +121.1% | +111.6% |
| 1Y | +186.6% | +26.3% | +160.3% | +144.1% |
| 3Y | +871.5% | +47.5% | +824.0% | +659.1% |
| 5Y | +911.7% | +106.2% | +805.5% | +537.5% |
| 10Y | +4,277.4% | +127.0% | +4,150.4% | +2,343.5% |
| All | +75,738.0% | +1,352.6% | +74,385.4% | +21,564.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling