+1,341.2%
MU vs PNR
-11.7%
+1,352.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.1% |
| 7D | +7.2% | -3.0% | +10.2% | +9.0% |
| 30D | +14.0% | -14.9% | +28.9% | +24.5% |
| 3M | +5.4% | -19.0% | +24.4% | +17.7% |
| 6M | +170.3% | -35.9% | +206.2% | +250.0% |
| YTD | +250.7% | -43.1% | +293.8% | +391.3% |
| 1Y | +662.1% | -46.4% | +708.5% | +1,015.8% |
| 3Y | +1,341.2% | -10.8% | +1,352.0% | +1,494.8% |
| All | +1,341.2% | -11.7% | +1,352.9% | +1,494.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling