+265.1%
MU vs IP
+2.3%
+262.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.5% | -8.5% | -7.3% |
| 7D | -19.1% | +3.4% | -22.5% | -19.9% |
| 30D | -25.2% | +11.2% | -36.5% | -27.2% |
| 3M | -10.9% | -14.8% | +3.9% | -8.1% |
| 6M | +38.0% | +17.3% | +20.7% | +31.9% |
| YTD | +178.8% | -6.2% | +185.0% | +177.5% |
| 1Y | +265.1% | +2.3% | +262.8% | +256.9% |
| All | +265.1% | +2.3% | +262.9% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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