+3,503.6%
MU vs IR
+288.5%
+3,215.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.3% |
| 7D | +9.0% | -2.8% | +11.8% | +10.8% |
| 30D | +13.8% | -15.1% | +29.0% | +25.3% |
| 3M | +2.1% | +6.1% | -4.0% | -1.7% |
| 6M | +153.8% | -16.8% | +170.6% | +180.7% |
| YTD | +256.4% | -3.5% | +259.9% | +256.3% |
| 1Y | +719.8% | -3.5% | +723.2% | +717.1% |
| 3Y | +1,360.4% | +9.5% | +1,350.9% | +1,261.1% |
| 5Y | +1,312.4% | +45.1% | +1,267.3% | +1,015.9% |
| All | +3,503.6% | +288.5% | +3,215.0% | +1,905.3% |
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 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