+265.1%
MU vs PNR
-31.2%
+296.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.3% | -10.3% | -7.6% |
| 7D | -19.1% | +11.9% | -31.0% | -21.2% |
| 30D | -25.2% | +37.1% | -62.4% | -31.1% |
| 3M | -10.9% | +5.7% | -16.6% | -10.8% |
| 6M | +38.0% | -5.7% | +43.7% | +46.2% |
| YTD | +178.8% | -29.8% | +208.6% | +251.2% |
| 1Y | +265.1% | -31.8% | +296.9% | +369.6% |
| All | +265.1% | -31.2% | +296.3% | +369.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling