+1,279.9%
MU vs BTDR
+23.8%
+1,256.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.9% | +2.2% | +5.6% |
| 7D | +9.0% | +20.0% | -11.0% | +6.3% |
| 30D | +13.8% | +11.9% | +1.9% | +11.5% |
| 3M | +2.1% | -36.9% | +39.0% | +6.8% |
| 6M | +153.8% | +56.5% | +97.3% | +139.5% |
| YTD | +256.4% | +10.4% | +246.0% | +245.1% |
| 1Y | +719.8% | +3.1% | +716.7% | +689.7% |
| 3Y | +1,360.4% | -2.6% | +1,363.0% | +1,208.7% |
| 5Y | +1,312.4% | +25.2% | +1,287.2% | +1,103.3% |
| All | +1,279.9% | +23.8% | +1,256.1% | +1,063.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling