+4,608.2%
MU vs MAR
+3,116.5%
+1,491.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -42.2% |
| 3M | -21.7% | +16.0% | -37.7% | -28.6% |
| 6M | +3.5% | +16.5% | -12.9% | -7.1% |
| YTD | +141.9% | +35.0% | +106.9% | +97.3% |
| 1Y | +189.8% | +49.4% | +140.5% | +121.7% |
| 3Y | +855.4% | +124.1% | +731.3% | +481.2% |
| 5Y | +869.2% | +159.2% | +710.0% | +431.7% |
| 10Y | +4,142.8% | +553.9% | +3,588.9% | +1,137.6% |
| All | +4,608.2% | +3,116.5% | +1,491.7% | +471.2% |
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 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