+3,773.6%
MU vs PR
+62.9%
+3,710.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.9% | -12.6% | -16.8% |
| 7D | -29.7% | -16.5% | -13.2% | -28.0% |
| 30D | -37.2% | -4.5% | -32.7% | -36.8% |
| 3M | -26.5% | +8.5% | -35.0% | -27.3% |
| 6M | +2.6% | -3.3% | +5.9% | +2.5% |
| YTD | +130.1% | +55.7% | +74.4% | +115.7% |
| 1Y | +176.7% | +82.0% | +94.6% | +153.7% |
| 3Y | +813.1% | +62.5% | +750.6% | +749.0% |
| 5Y | +822.0% | +223.9% | +598.0% | +676.5% |
| All | +3,773.6% | +62.9% | +3,710.7% | +3,407.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling