+847.8%
MU vs RACE
+65.0%
+782.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.9% |
| 7D | -22.0% | +5.1% | -27.1% | -24.0% |
| 30D | -36.6% | +7.7% | -44.3% | -39.0% |
| 3M | -21.7% | +2.2% | -23.9% | -22.8% |
| 6M | +3.5% | +23.8% | -20.2% | -8.7% |
| YTD | +141.9% | +13.9% | +128.0% | +120.0% |
| 1Y | +189.8% | +3.8% | +186.1% | +178.2% |
| 3Y | +855.4% | +28.0% | +827.3% | +648.9% |
| All | +847.8% | +65.0% | +782.8% | +468.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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