+189.8%
MU vs REPL
+163.1%
+26.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +6.2% |
| 7D | -12.0% | +14.2% | -26.3% | -12.4% |
| 30D | -28.7% | +65.9% | -94.6% | -29.8% |
| 3M | -16.4% | +84.6% | -101.0% | -18.0% |
| 6M | -1.8% | +446.9% | -448.7% | -7.5% |
| YTD | +157.1% | +129.0% | +28.1% | +116.0% |
| All | +189.8% | +163.1% | +26.6% | +143.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling