+871.5%
MU vs BR
+15.5%
+855.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.0% |
| 7D | -15.2% | +5.0% | -20.2% | -14.0% |
| 30D | -29.5% | +16.6% | -46.1% | -26.8% |
| 3M | -15.8% | +12.0% | -27.7% | -12.9% |
| 6M | -2.9% | +30.7% | -33.6% | +3.7% |
| YTD | +154.2% | -11.9% | +166.2% | +198.8% |
| 1Y | +186.6% | -11.6% | +198.1% | +235.3% |
| 3Y | +871.5% | +15.0% | +856.5% | +937.5% |
| All | +871.5% | +15.5% | +855.9% | +937.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling