+661.2%
MU vs ICE
-8.7%
+669.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +2.0% |
| 7D | +7.5% | -0.9% | +8.4% | +6.8% |
| 30D | +19.4% | +4.0% | +15.4% | +23.9% |
| 3M | +9.8% | +11.0% | -1.1% | +27.2% |
| 6M | +164.1% | -5.0% | +169.1% | +188.5% |
| YTD | +260.3% | -2.7% | +263.0% | +305.2% |
| 1Y | +661.2% | -8.6% | +669.8% | +741.0% |
| All | +661.2% | -8.7% | +669.9% | +741.0% |
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