+4,014.6%
MU vs PR
+68.5%
+3,946.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.9% |
| 7D | -22.0% | -16.4% | -5.6% | -20.1% |
| 30D | -36.6% | -1.9% | -34.7% | -36.4% |
| 3M | -21.7% | +8.0% | -29.7% | -22.5% |
| 6M | +3.5% | +4.1% | -0.6% | +2.6% |
| YTD | +141.9% | +58.7% | +83.2% | +126.2% |
| 1Y | +189.8% | +75.8% | +114.0% | +167.1% |
| 3Y | +855.4% | +73.2% | +782.2% | +782.2% |
| 5Y | +869.2% | +230.1% | +639.0% | +714.3% |
| All | +4,014.6% | +68.5% | +3,946.1% | +3,657.1% |
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