+719.8%
MU vs ICE
-7.2%
+726.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +4.2% |
| 7D | +9.0% | -0.7% | +9.6% | +8.4% |
| 30D | +13.8% | +7.6% | +6.2% | +22.0% |
| 3M | +2.1% | +13.9% | -11.9% | +21.4% |
| 6M | +153.8% | -2.4% | +156.2% | +184.8% |
| YTD | +256.4% | +0.3% | +256.1% | +312.0% |
| 1Y | +719.8% | -6.4% | +726.2% | +847.8% |
| All | +719.8% | -7.2% | +726.9% | +847.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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