+1,315.7%
MU vs REPL
-54.3%
+1,370.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.6% | +7.7% | +6.2% |
| 7D | +9.0% | -3.0% | +11.9% | +9.1% |
| 30D | +13.8% | +27.1% | -13.3% | +12.5% |
| 3M | +2.1% | +52.4% | -50.3% | -1.2% |
| 6M | +153.8% | +107.4% | +46.4% | +130.3% |
| YTD | +256.4% | +54.7% | +201.7% | +227.6% |
| 1Y | +719.8% | +158.9% | +560.9% | +614.9% |
| 3Y | +1,360.4% | -23.7% | +1,384.1% | +1,174.4% |
| All | +1,315.7% | -54.3% | +1,370.0% | +1,182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling