+4,277.4%
MU vs ON
+512.2%
+3,765.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | -15.2% | -4.1% | -11.1% | -12.5% |
| 30D | -29.5% | -10.2% | -19.3% | -24.4% |
| 3M | -15.8% | -12.7% | -3.0% | -9.3% |
| 6M | -2.9% | -32.5% | +29.7% | +22.0% |
| YTD | +154.2% | +28.6% | +125.7% | +119.4% |
| 1Y | +186.6% | +43.4% | +143.2% | +131.4% |
| 3Y | +871.5% | +3.3% | +868.2% | +766.7% |
| 5Y | +911.7% | +22.5% | +889.2% | +625.8% |
| 10Y | +4,277.4% | +535.7% | +3,741.7% | +985.4% |
| All | +4,277.4% | +512.2% | +3,765.1% | +985.4% |
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