+1,319.3%
MU vs BR
+9.8%
+1,309.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.1% |
| 7D | +7.2% | -5.9% | +13.1% | +8.5% |
| 30D | +14.0% | +1.9% | +12.1% | +13.1% |
| 3M | +5.4% | +14.7% | -9.3% | +0.7% |
| 6M | +170.3% | -12.8% | +183.0% | +188.2% |
| YTD | +250.7% | -23.0% | +273.7% | +295.9% |
| 1Y | +662.1% | -31.7% | +693.8% | +816.3% |
| 3Y | +1,341.2% | -4.8% | +1,346.0% | +1,297.2% |
| 5Y | +1,319.3% | +7.8% | +1,311.5% | +1,070.0% |
| All | +1,319.3% | +9.8% | +1,309.5% | +1,070.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling