+4,524.1%
MU vs RCL
+338.4%
+4,185.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.4% | -0.3% |
| 7D | +21.6% | -0.2% | +21.9% | +21.7% |
| 30D | -16.2% | +14.4% | -30.6% | -20.1% |
| 3M | -12.4% | +5.2% | -17.5% | -14.6% |
| 6M | +4.2% | +26.1% | -21.9% | -4.3% |
| YTD | +180.0% | +17.4% | +162.6% | +158.5% |
| 1Y | +226.4% | +24.7% | +201.7% | +194.4% |
| 3Y | +969.7% | +250.9% | +718.8% | +585.5% |
| 5Y | +957.9% | +293.8% | +664.1% | +517.4% |
| All | +4,524.1% | +338.4% | +4,185.7% | +2,415.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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