+285.2%
MU vs IRE
-98.1%
+383.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -14.4% | +11.9% | +0.4% |
| 7D | +12.8% | -31.8% | +44.6% | +21.2% |
| 30D | -14.9% | -71.8% | +56.9% | +4.7% |
| 3M | -18.0% | -88.9% | +70.9% | +16.6% |
| 6M | -3.1% | -95.4% | +92.2% | +48.0% |
| YTD | +172.9% | -94.2% | +267.1% | +263.7% |
| 1Y | +228.8% | -97.1% | +325.9% | +363.4% |
| All | +285.2% | -98.1% | +383.3% | +458.4% |
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