+1,186.3%
MU vs REPL
+35.1%
+1,151.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.0% | -2.9% | +4.6% |
| 7D | -22.0% | +22.8% | -44.8% | -23.1% |
| 30D | -36.6% | +63.8% | -100.4% | -38.7% |
| 3M | -21.7% | +68.1% | -89.8% | -24.7% |
| 6M | +3.5% | +528.5% | -524.9% | -14.0% |
| YTD | +141.9% | +122.4% | +19.5% | +106.4% |
| 1Y | +189.8% | +154.4% | +35.5% | +144.4% |
| 3Y | +855.4% | +68.0% | +787.4% | +565.3% |
| 5Y | +869.2% | -35.4% | +904.5% | +647.1% |
| All | +1,186.3% | +35.1% | +1,151.1% | +599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling