+995.4%
MU vs REPL
+96.7%
+898.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -6.4% | +18.3% | +12.1% |
| 7D | +2.0% | +5.3% | -3.2% | +1.8% |
| 30D | -18.0% | +66.6% | -84.6% | -19.3% |
| 3M | -6.6% | +59.6% | -66.1% | -8.0% |
| 6M | +2.0% | +482.4% | -480.3% | -5.1% |
| YTD | +184.5% | +124.1% | +60.4% | +165.4% |
| 1Y | +236.9% | +138.6% | +98.3% | +213.6% |
| All | +995.4% | +96.7% | +898.6% | +854.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling