+265.1%
MU vs PR
+87.5%
+177.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.5% | -0.5% | -8.0% |
| 7D | -19.1% | -12.1% | -7.0% | -20.9% |
| 30D | -25.2% | +0.9% | -26.1% | -24.3% |
| 3M | -10.9% | +10.1% | -21.0% | -7.6% |
| 6M | +38.0% | +1.1% | +36.9% | +41.4% |
| YTD | +178.8% | +63.7% | +115.2% | +211.0% |
| 1Y | +265.1% | +87.0% | +178.1% | +325.8% |
| All | +265.1% | +87.5% | +177.7% | +325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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