+4,598.6%
MU vs BR
+278.5%
+4,320.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +11.9% | +11.9% |
| 7D | +2.0% | +1.9% | +0.1% | +0.9% |
| 30D | -18.0% | +15.9% | -33.8% | -24.0% |
| 3M | -6.6% | +13.7% | -20.2% | -13.4% |
| 6M | +2.0% | +31.0% | -29.0% | -14.6% |
| YTD | +184.5% | -12.0% | +196.4% | +197.2% |
| 1Y | +236.9% | -11.5% | +248.4% | +249.6% |
| 3Y | +987.0% | +14.9% | +972.0% | +814.8% |
| 5Y | +1,014.6% | +20.1% | +994.5% | +787.2% |
| All | +4,598.6% | +278.5% | +4,320.1% | +1,522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling