+1,384.0%
MU vs PBR
+97.2%
+1,286.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.6% |
| 7D | +7.5% | +0.3% | +7.2% | +7.4% |
| 30D | +19.4% | +17.5% | +1.8% | +15.1% |
| 3M | +9.8% | +20.9% | -11.1% | +4.9% |
| 6M | +164.1% | +20.2% | +143.9% | +146.2% |
| YTD | +260.3% | +84.3% | +176.0% | +189.2% |
| 1Y | +661.2% | +77.1% | +584.1% | +515.4% |
| All | +1,384.0% | +97.2% | +1,286.8% | +1,032.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling