+5,744.5%
MU vs PBR
+703.7%
+5,040.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.0% | -5.5% |
| 7D | +2.0% | +4.2% | -2.2% | +0.8% |
| 30D | +12.5% | +22.7% | -10.2% | +6.6% |
| 3M | +9.6% | +21.5% | -11.9% | +3.8% |
| 6M | +142.6% | +24.0% | +118.6% | +125.8% |
| YTD | +242.7% | +88.2% | +154.4% | +184.1% |
| 1Y | +599.3% | +74.8% | +524.5% | +489.7% |
| 3Y | +1,308.3% | +105.1% | +1,203.2% | +1,023.2% |
| 5Y | +1,263.7% | +572.2% | +691.5% | +629.8% |
| All | +5,744.5% | +703.7% | +5,040.8% | +2,622.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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