+1,346.4%
MU vs NI
+95.2%
+1,251.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +7.5% | +1.3% | +6.2% | +7.1% |
| 30D | +19.4% | -0.3% | +19.6% | +19.4% |
| 3M | +9.8% | -9.5% | +19.3% | +12.8% |
| 6M | +164.1% | -10.2% | +174.4% | +171.0% |
| YTD | +260.3% | +1.8% | +258.5% | +255.8% |
| 1Y | +661.2% | +5.7% | +655.5% | +643.7% |
| 3Y | +1,380.8% | +69.6% | +1,311.2% | +1,196.1% |
| 5Y | +1,346.4% | +95.8% | +1,250.6% | +1,158.9% |
| All | +1,346.4% | +95.2% | +1,251.2% | +1,158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 5y: compounded portfolio wealth divided by compounded NI 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…
5y analysis · Full analysis span regression · 6 months rolling