+4,407.5%
MU vs MAR
+529.3%
+3,878.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.3% |
| 7D | +12.8% | +1.6% | +11.2% | +11.8% |
| 30D | -14.9% | +13.8% | -28.7% | -21.0% |
| 3M | -18.0% | +20.3% | -38.3% | -26.6% |
| 6M | -3.1% | +21.3% | -24.4% | -14.9% |
| YTD | +172.9% | +37.2% | +135.7% | +121.0% |
| 1Y | +228.8% | +48.4% | +180.4% | +153.2% |
| 3Y | +950.8% | +120.1% | +830.7% | +548.2% |
| 5Y | +931.3% | +182.1% | +749.2% | +446.4% |
| All | +4,407.5% | +529.3% | +3,878.2% | +1,768.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling