+599.3%
MU vs PBR
+80.2%
+519.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.0% | -4.7% |
| 7D | +2.0% | +4.2% | -2.2% | +2.5% |
| 30D | +12.5% | +22.7% | -10.2% | +14.6% |
| 3M | +9.6% | +21.5% | -11.9% | +11.5% |
| 6M | +142.6% | +24.0% | +118.6% | +136.2% |
| YTD | +242.7% | +88.2% | +154.4% | +218.3% |
| 1Y | +599.3% | +74.8% | +524.5% | +526.5% |
| All | +599.3% | +80.2% | +519.1% | +526.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling