+295.1%
MU vs IRE
-97.8%
+393.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.5% | +11.9% | +1.2% |
| 7D | +21.6% | +11.1% | +10.5% | +17.1% |
| 30D | -16.2% | -75.2% | +58.9% | +5.0% |
| 3M | -12.4% | -86.4% | +74.0% | +19.9% |
| 6M | +4.2% | -94.8% | +99.0% | +55.6% |
| YTD | +180.0% | -93.3% | +273.2% | +262.1% |
| 1Y | +226.4% | -97.5% | +323.9% | +362.8% |
| All | +295.1% | -97.8% | +393.0% | +456.1% |
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