+3,997.6%
MU vs RACE
+670.3%
+3,327.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.3% | -15.1% | -16.1% |
| 7D | -29.7% | +5.7% | -35.4% | -31.9% |
| 30D | -37.2% | +9.3% | -46.5% | -40.4% |
| 3M | -26.5% | +3.8% | -30.3% | -28.3% |
| 6M | +2.6% | +29.8% | -27.2% | -13.2% |
| YTD | +130.1% | +15.6% | +114.5% | +104.5% |
| 1Y | +176.7% | +5.1% | +171.6% | +160.0% |
| 3Y | +813.1% | +30.8% | +782.3% | +614.2% |
| 5Y | +822.0% | +67.4% | +754.5% | +502.0% |
| 10Y | +3,936.2% | +793.6% | +3,142.5% | +864.7% |
| All | +3,997.6% | +670.3% | +3,327.3% | +811.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling