+4,277.4%
MU vs RBA
+225.5%
+4,051.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -15.2% | +3.2% | -18.4% | -16.2% |
| 30D | -29.5% | +12.0% | -41.5% | -32.7% |
| 3M | -15.8% | +2.9% | -18.7% | -17.4% |
| 6M | -2.9% | -6.3% | +3.4% | -2.6% |
| YTD | +154.2% | -5.9% | +160.1% | +152.2% |
| 1Y | +186.6% | -3.9% | +190.5% | +182.2% |
| 3Y | +871.5% | +64.9% | +806.6% | +667.1% |
| 5Y | +911.7% | +48.5% | +863.2% | +704.1% |
| 10Y | +4,277.4% | +211.8% | +4,065.6% | +2,027.6% |
| All | +4,277.4% | +225.5% | +4,051.9% | +2,027.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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