+995.4%
MU vs IR
+25.2%
+970.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.9% | +12.8% | +12.5% |
| 7D | +2.0% | +1.1% | +1.0% | +1.6% |
| 30D | -18.0% | +7.6% | -25.5% | -21.9% |
| 3M | -6.6% | +0.1% | -6.7% | -7.0% |
| 6M | +2.0% | +14.0% | -11.9% | -7.9% |
| YTD | +184.5% | +7.5% | +177.0% | +158.1% |
| 1Y | +236.9% | +10.1% | +226.7% | +198.8% |
| All | +995.4% | +25.2% | +970.2% | +764.7% |
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 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