+855.4%
MU vs MAR
+122.8%
+732.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | -22.0% | +4.3% | -26.3% | -24.0% |
| 30D | -36.6% | +16.8% | -53.4% | -42.4% |
| 3M | -21.7% | +16.0% | -37.7% | -28.8% |
| 6M | +3.5% | +16.5% | -12.9% | -8.1% |
| YTD | +141.9% | +35.0% | +106.9% | +87.4% |
| 1Y | +189.8% | +49.4% | +140.5% | +104.1% |
| 3Y | +855.4% | +124.1% | +731.3% | +369.5% |
| All | +855.4% | +122.8% | +732.6% | +369.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling