+3,860.2%
MU vs RBA
+4,058.7%
-198.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.3% | -17.1% | -17.3% |
| 7D | -29.7% | +7.3% | -37.1% | -31.8% |
| 30D | -37.2% | +16.9% | -54.2% | -41.4% |
| 3M | -26.5% | -0.5% | -26.0% | -27.2% |
| 6M | +2.6% | -10.4% | +13.0% | +4.5% |
| YTD | +130.1% | -7.2% | +137.4% | +129.4% |
| 1Y | +176.7% | -2.2% | +178.9% | +170.2% |
| 3Y | +813.1% | +43.7% | +769.4% | +653.1% |
| 5Y | +822.0% | +38.7% | +783.3% | +647.8% |
| 10Y | +3,936.2% | +231.7% | +3,704.4% | +2,071.9% |
| All | +3,860.2% | +4,058.7% | -198.5% | +836.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling