+224.8%
MU vs IRE
-98.0%
+322.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -33.9% | +16.5% | -10.5% |
| 7D | -29.7% | -57.1% | +27.4% | -17.9% |
| 30D | -37.2% | -84.4% | +47.2% | -12.8% |
| 3M | -26.5% | -85.0% | +58.5% | -0.3% |
| 6M | +2.6% | -95.2% | +97.8% | +57.0% |
| YTD | +130.1% | -93.9% | +224.1% | +209.2% |
| 1Y | +176.7% | -98.8% | +275.5% | +342.3% |
| All | +224.8% | -98.0% | +322.9% | +374.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling