+855.4%
MU vs RCL
+266.4%
+589.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.6% |
| 7D | -22.0% | +6.5% | -28.5% | -24.1% |
| 30D | -36.6% | +15.9% | -52.5% | -40.5% |
| 3M | -21.7% | +2.7% | -24.4% | -23.1% |
| 6M | +3.5% | +15.2% | -11.7% | -3.9% |
| YTD | +141.9% | +19.2% | +122.7% | +114.5% |
| 1Y | +189.8% | +31.6% | +158.2% | +143.1% |
| 3Y | +855.4% | +274.2% | +581.2% | +370.8% |
| All | +855.4% | +266.4% | +589.0% | +370.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling