+1,315.7%
MU vs ICE
+42.3%
+1,273.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.0% | +8.1% | +6.5% |
| 7D | +9.0% | -0.7% | +9.6% | +9.0% |
| 30D | +13.8% | +7.6% | +6.2% | +12.1% |
| 3M | +2.1% | +13.9% | -11.9% | -0.7% |
| 6M | +153.8% | -2.4% | +156.2% | +159.5% |
| YTD | +256.4% | +0.3% | +256.1% | +257.0% |
| 1Y | +719.8% | -6.4% | +726.2% | +749.2% |
| 3Y | +1,360.4% | +43.1% | +1,317.3% | +1,086.4% |
| All | +1,315.7% | +42.3% | +1,273.4% | +991.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling