+403.0%
MU vs IRE
-84.4%
+487.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +14.0% | -7.9% | +3.4% |
| 7D | +9.0% | +54.8% | -45.8% | -0.2% |
| 30D | +13.8% | +18.4% | -4.6% | +7.7% |
| 3M | +2.1% | -66.7% | +68.8% | +13.6% |
| 6M | +153.8% | -52.3% | +206.1% | +152.1% |
| YTD | +256.4% | -52.3% | +308.7% | +234.0% |
| All | +403.0% | -84.4% | +487.5% | +412.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling