+5,975.2%
MU vs RBA
+185.7%
+5,789.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.0% |
| 7D | +9.0% | -2.9% | +11.9% | +10.2% |
| 30D | +13.8% | -12.3% | +26.1% | +19.1% |
| 3M | +2.1% | -20.5% | +22.6% | +9.8% |
| 6M | +153.8% | -18.5% | +172.4% | +169.5% |
| YTD | +256.4% | -18.2% | +274.6% | +274.7% |
| 1Y | +719.8% | -27.5% | +747.3% | +802.6% |
| 3Y | +1,360.4% | +38.1% | +1,322.3% | +1,134.2% |
| 5Y | +1,312.4% | +44.8% | +1,267.6% | +1,030.3% |
| All | +5,975.2% | +185.7% | +5,789.5% | +3,142.3% |
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