+938.2%
MU vs PBR
+459.2%
+479.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | +12.8% | -1.0% | +13.8% | +12.9% |
| 30D | -14.9% | -29.3% | +14.4% | -11.1% |
| 3M | -18.0% | +5.5% | -23.6% | -19.5% |
| 6M | -3.1% | -2.9% | -0.2% | -4.0% |
| YTD | +172.9% | +61.5% | +111.4% | +143.5% |
| 1Y | +228.8% | +46.9% | +182.0% | +198.5% |
| 3Y | +950.8% | +66.4% | +884.4% | +828.1% |
| All | +938.2% | +459.2% | +479.0% | +744.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling