+2,499.2%
MU vs IR
+342.0%
+2,157.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.7% | +1.6% | +3.5% |
| 7D | -12.0% | +5.0% | -17.1% | -14.2% |
| 30D | -28.7% | +10.3% | -39.1% | -32.8% |
| 3M | -16.4% | -0.1% | -16.4% | -16.8% |
| 6M | -1.8% | +14.8% | -16.6% | -10.2% |
| YTD | +157.1% | +9.7% | +147.3% | +137.3% |
| 1Y | +208.5% | +12.2% | +196.3% | +180.6% |
| 3Y | +906.2% | +30.0% | +876.2% | +749.2% |
| 5Y | +893.4% | +46.8% | +846.6% | +670.6% |
| All | +2,499.2% | +342.0% | +2,157.2% | +1,235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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