+5,778.3%
MU vs ON
+552.1%
+5,226.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | +1.0% |
| 7D | +7.2% | -2.2% | +9.3% | +8.5% |
| 30D | +14.0% | -12.4% | +26.4% | +23.2% |
| 3M | +5.4% | -41.2% | +46.6% | +43.2% |
| 6M | +170.3% | +25.0% | +145.3% | +138.2% |
| YTD | +250.7% | +31.3% | +219.4% | +200.6% |
| 1Y | +662.1% | +45.4% | +616.7% | +512.3% |
| 3Y | +1,341.2% | -27.4% | +1,368.6% | +1,439.4% |
| 5Y | +1,319.3% | +58.5% | +1,260.9% | +764.7% |
| 10Y | +5,778.3% | +561.8% | +5,216.5% | +1,362.9% |
| All | +5,778.3% | +552.1% | +5,226.2% | +1,362.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling