+4,609.2%
MU vs MAR
+541.3%
+4,067.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +11.8% |
| 7D | +2.0% | +1.0% | +1.0% | +1.6% |
| 30D | -18.0% | +16.2% | -34.2% | -24.8% |
| 3M | -6.6% | +23.1% | -29.6% | -17.4% |
| 6M | +2.0% | +22.0% | -19.9% | -10.6% |
| YTD | +184.5% | +39.2% | +145.3% | +128.6% |
| 1Y | +236.9% | +48.3% | +188.6% | +159.9% |
| 3Y | +987.0% | +123.4% | +863.6% | +565.8% |
| 5Y | +1,014.6% | +185.4% | +829.3% | +487.7% |
| 10Y | +4,609.2% | +539.2% | +4,070.0% | +1,891.6% |
| All | +4,609.2% | +541.3% | +4,067.9% | +1,891.6% |
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