+1,290.0%
MU vs PBR
+1,797.5%
-507.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +6.7% |
| 7D | +9.0% | +8.6% | +0.4% | +5.9% |
| 30D | +13.8% | +12.8% | +1.0% | +9.2% |
| 3M | +2.1% | +14.7% | -12.6% | -2.9% |
| 6M | +153.8% | +25.2% | +128.6% | +130.8% |
| YTD | +256.4% | +77.1% | +179.2% | +187.9% |
| 1Y | +719.8% | +69.6% | +650.2% | +569.4% |
| 3Y | +1,360.4% | +95.6% | +1,264.8% | +1,015.8% |
| 5Y | +1,312.4% | +501.8% | +810.7% | +577.2% |
| 10Y | +6,142.6% | +640.6% | +5,502.0% | +2,175.1% |
| All | +1,290.0% | +1,797.5% | -507.5% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling