+153.8%
MU vs NI
-10.2%
+164.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +6.1% |
| 7D | +9.0% | +2.0% | +7.0% | +8.8% |
| 30D | +13.8% | -3.5% | +17.4% | +14.1% |
| 3M | +2.1% | -9.1% | +11.2% | +3.0% |
| 6M | +153.8% | -11.8% | +165.6% | +158.2% |
| All | +153.8% | -10.2% | +164.0% | +158.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling