+4,407.5%
MU vs PR
+86.0%
+4,321.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.7% |
| 7D | +12.8% | +6.0% | +6.8% | +12.0% |
| 30D | -14.9% | -4.2% | -10.7% | -14.3% |
| 3M | -18.0% | +10.0% | -28.0% | -19.1% |
| 6M | -3.1% | +15.6% | -18.7% | -5.2% |
| YTD | +172.9% | +68.2% | +104.7% | +153.3% |
| 1Y | +228.8% | +79.2% | +149.6% | +202.5% |
| 3Y | +950.8% | +94.9% | +855.9% | +857.2% |
| 5Y | +931.3% | +272.8% | +658.5% | +754.9% |
| All | +4,407.5% | +86.0% | +4,321.5% | +4,040.9% |
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