+1,027.5%
MU vs IP
-10.3%
+1,037.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.5% | -8.5% | -7.6% |
| 7D | -19.1% | +3.4% | -22.5% | -20.5% |
| 30D | -25.2% | +11.2% | -36.5% | -28.7% |
| 3M | -10.9% | -14.8% | +3.9% | -5.7% |
| 6M | +38.0% | +17.3% | +20.7% | +26.7% |
| YTD | +178.8% | -6.2% | +185.0% | +175.2% |
| 1Y | +265.1% | +2.3% | +262.8% | +244.7% |
| 3Y | +1,006.2% | +17.7% | +988.6% | +846.4% |
| 5Y | +1,027.5% | -8.4% | +1,035.9% | +984.8% |
| All | +1,027.5% | -10.3% | +1,037.8% | +984.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling