+950.8%
MU vs REPL
+97.7%
+853.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | +12.8% | +1.2% | +11.5% | +12.7% |
| 30D | -14.9% | +92.2% | -107.0% | -16.6% |
| 3M | -18.0% | +44.1% | -62.2% | -19.1% |
| 6M | -3.1% | +313.0% | -316.1% | -8.8% |
| YTD | +172.9% | +125.2% | +47.7% | +154.6% |
| 1Y | +228.8% | +143.8% | +85.1% | +206.0% |
| 3Y | +950.8% | +104.2% | +846.6% | +815.4% |
| All | +950.8% | +97.7% | +853.1% | +815.4% |
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