+236.9%
MU vs MAR
+48.9%
+187.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.2% | +11.7% | +11.9% |
| 7D | +2.0% | +1.0% | +1.0% | +2.0% |
| 30D | -18.0% | +16.2% | -34.2% | -18.3% |
| 3M | -6.6% | +23.1% | -29.6% | -7.5% |
| 6M | +2.0% | +22.0% | -19.9% | -0.8% |
| YTD | +184.5% | +39.2% | +145.3% | +160.3% |
| 1Y | +236.9% | +48.3% | +188.6% | +206.2% |
| All | +236.9% | +48.9% | +187.9% | +206.2% |
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 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