+2,731.7%
MU vs PAAS
+955.7%
+1,776.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.2% | -15.3% | -17.2% |
| 7D | -29.7% | -0.4% | -29.3% | -29.8% |
| 30D | -37.2% | -11.6% | -25.6% | -36.3% |
| 3M | -26.5% | -15.6% | -10.9% | -25.2% |
| 6M | +2.6% | -19.1% | +21.7% | +5.2% |
| YTD | +130.1% | -20.9% | +151.1% | +135.4% |
| 1Y | +176.7% | +21.3% | +155.4% | +170.1% |
| 3Y | +813.1% | +177.4% | +635.7% | +711.4% |
| 5Y | +822.0% | +71.3% | +750.6% | +743.5% |
| 10Y | +3,936.2% | +181.5% | +3,754.7% | +3,279.1% |
| All | +2,731.7% | +955.7% | +1,776.0% | +2,030.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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