+2,346.3%
MU vs IR
+322.3%
+2,024.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.3% |
| 7D | -22.0% | +3.7% | -25.7% | -23.5% |
| 30D | -36.6% | +7.4% | -44.0% | -39.3% |
| 3M | -21.7% | -5.9% | -15.8% | -19.2% |
| 6M | +3.5% | +5.6% | -2.0% | -0.7% |
| YTD | +141.9% | +4.8% | +137.1% | +129.4% |
| 1Y | +189.8% | +6.9% | +182.9% | +171.1% |
| 3Y | +855.4% | +27.6% | +827.8% | +715.6% |
| 5Y | +869.2% | +45.8% | +823.4% | +656.8% |
| All | +2,346.3% | +322.3% | +2,024.0% | +1,190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling