+1,196.4%
MU vs RDW
0.0%
+1,196.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.7% | +7.5% | +3.6% |
| 7D | +7.5% | +3.6% | +3.9% | +6.7% |
| 30D | +19.4% | -18.4% | +37.8% | +23.5% |
| 3M | +9.8% | -32.1% | +41.9% | +16.1% |
| 6M | +164.1% | +10.9% | +153.3% | +152.0% |
| YTD | +260.3% | +40.8% | +219.5% | +225.1% |
| 1Y | +661.2% | +31.1% | +630.1% | +582.3% |
| 3Y | +1,380.8% | +245.2% | +1,135.7% | +950.8% |
| 5Y | +1,346.4% | -16.7% | +1,363.1% | +1,015.6% |
| All | +1,196.4% | 0.0% | +1,196.4% | +864.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling