+189.8%
MU vs IR
+5.9%
+183.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.5% |
| 7D | -22.0% | +3.7% | -25.7% | -22.9% |
| 30D | -36.6% | +7.4% | -44.0% | -38.2% |
| 3M | -21.7% | -5.9% | -15.8% | -19.3% |
| 6M | +3.5% | +5.6% | -2.0% | +0.5% |
| YTD | +141.9% | +4.8% | +137.1% | +127.0% |
| 1Y | +189.8% | +6.9% | +182.9% | +174.3% |
| All | +189.8% | +5.9% | +183.9% | +174.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling