+1,315.7%
MU vs IP
-17.2%
+1,332.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.2% | +3.9% | +5.2% |
| 7D | +9.0% | -5.3% | +14.2% | +11.3% |
| 30D | +13.8% | -10.9% | +24.7% | +18.9% |
| 3M | +2.1% | +11.2% | -9.1% | -3.5% |
| 6M | +153.8% | -10.2% | +164.0% | +160.2% |
| YTD | +256.4% | -2.0% | +258.4% | +247.7% |
| 1Y | +719.8% | -19.1% | +738.9% | +766.9% |
| 3Y | +1,360.4% | +20.9% | +1,339.5% | +1,151.7% |
| All | +1,315.7% | -17.2% | +1,332.9% | +1,307.6% |
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