+5,778.3%
MU vs MAR
+411.9%
+5,366.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.3% |
| 7D | +7.2% | -1.7% | +8.9% | +8.2% |
| 30D | +14.0% | -6.9% | +20.9% | +18.5% |
| 3M | +5.4% | -15.8% | +21.2% | +14.9% |
| 6M | +170.3% | +1.9% | +168.3% | +162.2% |
| YTD | +250.7% | +6.6% | +244.1% | +228.9% |
| 1Y | +662.1% | +23.7% | +638.4% | +549.1% |
| 3Y | +1,341.2% | +64.6% | +1,276.6% | +949.5% |
| 5Y | +1,319.3% | +156.4% | +1,163.0% | +698.5% |
| 10Y | +5,778.3% | +415.4% | +5,362.9% | +2,338.7% |
| All | +5,778.3% | +411.9% | +5,366.4% | +2,338.7% |
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