+1,001.4%
MU vs BTDR
-29.7%
+1,031.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.7% | +2.2% | +10.4% |
| 7D | +2.0% | +7.7% | -5.6% | +1.1% |
| 30D | -18.0% | -24.1% | +6.1% | -14.7% |
| 3M | -6.6% | -19.1% | +12.5% | -4.0% |
| 6M | +2.0% | -46.6% | +48.7% | +10.0% |
| YTD | +184.5% | -37.3% | +221.8% | +197.3% |
| 1Y | +236.9% | -53.2% | +290.1% | +260.5% |
| 3Y | +987.0% | +77.1% | +909.9% | +959.1% |
| 5Y | +1,014.6% | -29.7% | +1,044.3% | +920.7% |
| All | +1,001.4% | -29.7% | +1,031.1% | +902.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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