+855.4%
MU vs IR
+27.4%
+828.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.2% |
| 7D | -22.0% | +3.7% | -25.7% | -23.7% |
| 30D | -36.6% | +7.4% | -44.0% | -39.6% |
| 3M | -21.7% | -5.9% | -15.8% | -18.6% |
| 6M | +3.5% | +5.6% | -2.0% | -1.6% |
| YTD | +141.9% | +4.8% | +137.1% | +123.4% |
| 1Y | +189.8% | +6.9% | +182.9% | +162.6% |
| 3Y | +855.4% | +27.6% | +827.8% | +640.0% |
| All | +855.4% | +27.4% | +828.0% | +640.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling