+6,835.6%
MU vs MAR
+2,498.9%
+4,336.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +9.0% | -4.2% | +13.1% | +11.6% |
| 30D | +13.8% | -6.7% | +20.5% | +18.3% |
| 3M | +2.1% | -12.5% | +14.6% | +8.8% |
| 6M | +153.8% | +0.6% | +153.2% | +148.8% |
| YTD | +256.4% | +9.1% | +247.3% | +230.5% |
| 1Y | +719.8% | +26.2% | +693.5% | +591.4% |
| 3Y | +1,360.4% | +68.2% | +1,292.2% | +950.5% |
| 5Y | +1,312.4% | +163.9% | +1,148.5% | +668.0% |
| 10Y | +6,142.6% | +420.6% | +5,722.0% | +1,987.9% |
| All | +6,835.6% | +2,498.9% | +4,336.7% | +856.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling