+3.5%
MU vs RBA
-12.2%
+15.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +4.8% |
| 7D | -22.0% | +4.3% | -26.3% | -21.1% |
| 30D | -36.6% | +16.3% | -52.9% | -34.3% |
| 3M | -21.7% | +1.3% | -23.0% | -19.5% |
| 6M | +3.5% | -11.1% | +14.6% | +6.7% |
| All | +3.5% | -12.2% | +15.7% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling