+1,014.6%
MU vs NI
+111.3%
+903.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.7% |
| 7D | +2.0% | +0.6% | +1.4% | +2.0% |
| 30D | -18.0% | +11.2% | -29.2% | -20.2% |
| 3M | -6.6% | +9.2% | -15.7% | -8.7% |
| 6M | +2.0% | -1.8% | +3.9% | +2.5% |
| YTD | +184.5% | +12.0% | +172.5% | +173.8% |
| 1Y | +236.9% | +6.4% | +230.4% | +229.2% |
| 3Y | +987.0% | +99.4% | +887.6% | +806.1% |
| 5Y | +1,014.6% | +113.1% | +901.5% | +823.5% |
| All | +1,014.6% | +111.3% | +903.3% | +823.5% |
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