+265.1%
MU vs IRE
-97.6%
+362.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -23.2% | +16.2% | -2.4% |
| 7D | -19.1% | -46.8% | +27.7% | -9.6% |
| 30D | -25.2% | -75.5% | +50.3% | -5.0% |
| 3M | -10.9% | -79.4% | +68.5% | +13.6% |
| 6M | +38.0% | -91.3% | +129.3% | +89.4% |
| YTD | +178.8% | -90.8% | +269.7% | +246.9% |
| 1Y | +265.1% | -97.7% | +362.9% | +417.3% |
| All | +265.1% | -97.6% | +362.7% | +417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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