+1,308.2%
MU vs RDW
+241.5%
+1,066.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | -4.1% | +0.9% | -4.9% | -4.4% |
| 30D | +7.0% | -21.3% | +28.3% | +11.9% |
| 3M | -2.1% | -37.9% | +35.8% | +5.6% |
| 6M | +133.1% | +12.3% | +120.8% | +120.4% |
| YTD | +241.9% | +39.7% | +202.2% | +204.8% |
| 1Y | +548.8% | +25.7% | +523.1% | +476.7% |
| 3Y | +1,308.2% | +230.8% | +1,077.4% | +864.6% |
| All | +1,308.2% | +241.5% | +1,066.7% | +864.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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