+1,014.6%
MU vs REPL
-34.5%
+1,049.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -6.4% | +18.3% | +12.2% |
| 7D | +2.0% | +5.3% | -3.2% | +1.8% |
| 30D | -18.0% | +66.6% | -84.6% | -19.9% |
| 3M | -6.6% | +59.6% | -66.1% | -8.7% |
| 6M | +2.0% | +482.4% | -480.3% | -8.6% |
| YTD | +184.5% | +124.1% | +60.4% | +157.3% |
| 1Y | +236.9% | +138.6% | +98.3% | +203.5% |
| 3Y | +987.0% | +96.0% | +890.9% | +751.2% |
| 5Y | +1,014.6% | -35.4% | +1,050.0% | +941.5% |
| All | +1,014.6% | -34.5% | +1,049.1% | +941.5% |
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