+5,744.5%
MU vs BR
+190.5%
+5,554.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | +2.0% | -6.0% | +8.0% | +4.9% |
| 30D | +12.5% | -0.9% | +13.4% | +12.5% |
| 3M | +9.6% | +16.4% | -6.8% | -1.5% |
| 6M | +142.6% | -8.2% | +150.8% | +147.8% |
| YTD | +242.7% | -23.2% | +265.9% | +285.9% |
| 1Y | +599.3% | -30.9% | +630.2% | +739.1% |
| 3Y | +1,308.3% | -5.0% | +1,313.3% | +1,226.8% |
| 5Y | +1,263.7% | +8.8% | +1,255.0% | +1,033.8% |
| All | +5,744.5% | +190.5% | +5,554.0% | +2,273.2% |
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