+1,027.8%
MU vs ON
+154.5%
+873.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.9% |
| 7D | -22.0% | -11.7% | -10.3% | -17.4% |
| 30D | -36.6% | -23.3% | -13.3% | -28.8% |
| 3M | -21.7% | -19.2% | -2.5% | -14.6% |
| 6M | +3.5% | -40.1% | +43.7% | +29.1% |
| YTD | +141.9% | +16.9% | +125.0% | +129.5% |
| 1Y | +189.8% | +29.7% | +160.1% | +163.2% |
| 3Y | +855.4% | -4.4% | +859.8% | +841.3% |
| 5Y | +869.2% | +7.1% | +862.1% | +773.5% |
| 10Y | +4,142.8% | +447.2% | +3,695.6% | +1,923.2% |
| All | +1,027.8% | +154.5% | +873.3% | +356.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling