+906.2%
MU vs BTDR
+65.3%
+840.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.9% | -3.6% | +4.3% |
| 7D | -12.0% | +7.1% | -19.2% | -13.0% |
| 30D | -28.7% | -31.4% | +2.6% | -23.6% |
| 3M | -16.4% | -39.2% | +22.8% | -9.4% |
| 6M | -1.8% | -50.9% | +49.1% | +9.8% |
| YTD | +157.1% | -41.0% | +198.1% | +174.4% |
| 1Y | +208.5% | -69.9% | +278.4% | +256.1% |
| 3Y | +906.2% | +87.3% | +818.9% | +797.7% |
| All | +906.2% | +65.3% | +840.9% | +797.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling