+3,971.9%
MU vs RBA
+224.6%
+3,747.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.6% |
| 7D | -22.0% | +4.3% | -26.3% | -23.3% |
| 30D | -36.6% | +16.3% | -52.9% | -40.4% |
| 3M | -21.7% | +1.3% | -23.0% | -22.9% |
| 6M | +3.5% | -11.1% | +14.6% | +5.8% |
| YTD | +141.9% | -8.5% | +150.4% | +142.3% |
| 1Y | +189.8% | -2.1% | +192.0% | +182.8% |
| 3Y | +855.4% | +44.6% | +810.8% | +691.3% |
| 5Y | +869.2% | +36.8% | +832.3% | +695.5% |
| All | +3,971.9% | +224.6% | +3,747.4% | +2,026.4% |
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