+186.6%
MU vs REPL
+175.2%
+11.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.2% |
| 7D | -15.2% | +12.7% | -27.9% | -15.5% |
| 30D | -29.5% | +73.5% | -103.0% | -30.7% |
| 3M | -15.8% | +70.3% | -86.1% | -17.2% |
| 6M | -2.9% | +472.0% | -474.9% | -8.7% |
| YTD | +154.2% | +139.5% | +14.7% | +113.3% |
| 1Y | +186.6% | +167.3% | +19.3% | +140.9% |
| All | +186.6% | +175.2% | +11.4% | +140.9% |
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