+847.8%
MU vs PR
+225.0%
+622.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.6% |
| 7D | -22.0% | -16.4% | -5.6% | -18.2% |
| 30D | -36.6% | -1.9% | -34.7% | -36.2% |
| 3M | -21.7% | +8.0% | -29.7% | -23.4% |
| 6M | +3.5% | +4.1% | -0.6% | +1.6% |
| YTD | +141.9% | +58.7% | +83.2% | +108.7% |
| 1Y | +189.8% | +75.8% | +114.0% | +142.0% |
| 3Y | +855.4% | +73.2% | +782.2% | +695.6% |
| All | +847.8% | +225.0% | +622.8% | +554.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling