+6,028.8%
MU vs PR
+109.1%
+5,919.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.3% |
| 7D | +9.0% | +2.9% | +6.1% | +8.6% |
| 30D | +13.8% | +18.0% | -4.2% | +11.4% |
| 3M | +2.1% | +16.9% | -14.8% | -0.1% |
| 6M | +153.8% | +28.2% | +125.6% | +144.4% |
| YTD | +256.4% | +69.3% | +187.1% | +230.8% |
| 1Y | +719.8% | +69.5% | +650.3% | +659.0% |
| 3Y | +1,360.4% | +81.7% | +1,278.7% | +1,239.0% |
| 5Y | +1,312.4% | +422.2% | +890.2% | +1,034.1% |
| All | +6,028.8% | +109.1% | +5,919.7% | +5,311.1% |
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