+186.6%
MU vs IR
+10.3%
+176.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -15.2% | +1.5% | -16.7% | -15.6% |
| 30D | -29.5% | +9.0% | -38.6% | -31.8% |
| 3M | -15.8% | -0.9% | -14.9% | -15.2% |
| 6M | -2.9% | +13.4% | -16.3% | -8.3% |
| YTD | +154.2% | +8.5% | +145.8% | +134.3% |
| 1Y | +186.6% | +11.3% | +175.3% | +166.8% |
| All | +186.6% | +10.3% | +176.3% | +166.8% |
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