+2,470.7%
MU vs IR
+336.9%
+2,133.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.4% |
| 7D | -15.2% | +1.5% | -16.7% | -15.6% |
| 30D | -29.5% | +9.0% | -38.6% | -33.0% |
| 3M | -15.8% | -0.9% | -14.9% | -15.7% |
| 6M | -2.9% | +13.4% | -16.3% | -10.5% |
| YTD | +154.2% | +8.5% | +145.8% | +136.4% |
| 1Y | +186.6% | +11.3% | +175.3% | +162.0% |
| 3Y | +871.5% | +26.0% | +845.5% | +734.6% |
| 5Y | +911.7% | +47.9% | +863.8% | +682.6% |
| All | +2,470.7% | +336.9% | +2,133.9% | +1,230.3% |
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