+855.4%
MU vs ON
-7.8%
+863.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.8% |
| 7D | -22.0% | -11.7% | -10.3% | -15.2% |
| 30D | -36.6% | -23.3% | -13.3% | -25.0% |
| 3M | -21.7% | -19.2% | -2.5% | -11.5% |
| 6M | +3.5% | -40.1% | +43.7% | +41.2% |
| YTD | +141.9% | +16.9% | +125.0% | +127.9% |
| 1Y | +189.8% | +29.7% | +160.1% | +157.5% |
| 3Y | +855.4% | -4.4% | +859.8% | +831.0% |
| All | +855.4% | -7.8% | +863.2% | +831.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling