+189.8%
MU vs MAR
+44.0%
+145.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.2% |
| 7D | -12.0% | +0.2% | -12.3% | -12.0% |
| 30D | -28.7% | +14.0% | -42.8% | -29.0% |
| 3M | -16.4% | +18.1% | -34.6% | -17.0% |
| 6M | -1.8% | +18.6% | -20.4% | -4.4% |
| YTD | +157.1% | +35.3% | +121.8% | +135.8% |
| All | +189.8% | +44.0% | +145.8% | +163.3% |
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