+4,407.5%
MU vs BR
+277.7%
+4,129.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | +12.8% | +1.1% | +11.7% | +12.3% |
| 30D | -14.9% | +14.4% | -29.2% | -20.7% |
| 3M | -18.0% | +12.4% | -30.5% | -23.7% |
| 6M | -3.1% | +35.4% | -38.6% | -20.4% |
| YTD | +172.9% | -12.2% | +185.1% | +185.4% |
| 1Y | +228.8% | -12.7% | +241.6% | +244.5% |
| 3Y | +950.8% | +14.3% | +936.6% | +787.6% |
| 5Y | +931.3% | +19.3% | +912.0% | +724.3% |
| All | +4,407.5% | +277.7% | +4,129.8% | +1,457.8% |
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