+1,315.7%
MU vs PR
+433.6%
+882.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.5% |
| 7D | +9.0% | +2.9% | +6.1% | +8.2% |
| 30D | +13.8% | +18.0% | -4.2% | +9.0% |
| 3M | +2.1% | +16.9% | -14.8% | -2.2% |
| 6M | +153.8% | +28.2% | +125.6% | +134.5% |
| YTD | +256.4% | +69.3% | +187.1% | +204.2% |
| 1Y | +719.8% | +69.5% | +650.3% | +595.5% |
| 3Y | +1,360.4% | +81.7% | +1,278.7% | +1,105.4% |
| All | +1,315.7% | +433.6% | +882.1% | +819.0% |
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