+1,266.7%
MU vs REPL
+39.1%
+1,227.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +6.1% |
| 7D | -12.0% | +14.2% | -26.3% | -12.8% |
| 30D | -28.7% | +65.9% | -94.6% | -31.2% |
| 3M | -16.4% | +84.6% | -101.0% | -20.1% |
| 6M | -1.8% | +446.9% | -448.7% | -17.5% |
| YTD | +157.1% | +129.0% | +28.1% | +119.0% |
| 1Y | +208.5% | +167.9% | +40.6% | +159.1% |
| 3Y | +906.2% | +93.9% | +812.2% | +588.6% |
| 5Y | +893.4% | -33.0% | +926.4% | +663.5% |
| All | +1,266.7% | +39.1% | +1,227.6% | +641.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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