+265.1%
MU vs MAR
+62.0%
+203.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.0% | -9.0% | -7.1% |
| 7D | -19.1% | +7.7% | -26.8% | -19.5% |
| 30D | -25.2% | +19.4% | -44.6% | -26.2% |
| 3M | -10.9% | +23.3% | -34.2% | -12.5% |
| 6M | +38.0% | +22.8% | +15.1% | +32.6% |
| YTD | +178.8% | +37.8% | +141.1% | +151.2% |
| 1Y | +265.1% | +57.4% | +207.8% | +202.4% |
| All | +265.1% | +62.0% | +203.1% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling