+3,773.6%
MU vs IP
+25.2%
+3,748.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.0% | -13.5% | -15.5% |
| 7D | -29.7% | -5.0% | -24.8% | -27.9% |
| 30D | -37.2% | +6.5% | -43.7% | -39.2% |
| 3M | -26.5% | -18.0% | -8.5% | -19.5% |
| 6M | +2.6% | +10.3% | -7.8% | -4.4% |
| YTD | +130.1% | -9.9% | +140.0% | +131.5% |
| 1Y | +176.7% | -1.1% | +177.7% | +163.7% |
| 3Y | +813.1% | +13.0% | +800.1% | +666.5% |
| 5Y | +822.0% | -12.3% | +834.2% | +783.9% |
| All | +3,773.6% | +25.2% | +3,748.4% | +3,374.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling