+5,169.6%
MU vs ICE
+2,506.4%
+2,663.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.5% |
| 7D | -22.0% | +2.0% | -24.0% | -22.8% |
| 30D | -36.6% | +12.9% | -49.5% | -40.3% |
| 3M | -21.7% | +15.4% | -37.1% | -27.3% |
| 6M | +3.5% | +13.1% | -9.5% | -4.9% |
| YTD | +141.9% | +7.5% | +134.5% | +124.0% |
| 1Y | +189.8% | +18.3% | +171.5% | +156.5% |
| 3Y | +855.4% | +65.9% | +789.5% | +618.6% |
| 5Y | +869.2% | +35.2% | +834.0% | +693.1% |
| 10Y | +4,142.8% | +266.7% | +3,876.1% | +2,129.1% |
| All | +5,169.6% | +2,506.4% | +2,663.2% | +1,425.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling