+241.5%
MU vs IRE
-97.2%
+338.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +39.6% | -34.5% | -2.9% |
| 7D | -22.0% | -27.2% | +5.2% | -18.9% |
| 30D | -36.6% | -75.1% | +38.6% | -20.5% |
| 3M | -21.7% | -77.9% | +56.2% | -3.0% |
| 6M | +3.5% | -94.6% | +98.1% | +51.4% |
| YTD | +141.9% | -91.5% | +233.5% | +200.1% |
| 1Y | +189.8% | -97.8% | +287.7% | +313.8% |
| All | +241.5% | -97.2% | +338.7% | +360.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling