+3,971.9%
MU vs RF
+279.4%
+3,692.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | -22.0% | -0.9% | -21.1% | -21.6% |
| 30D | -36.6% | +6.0% | -42.6% | -38.5% |
| 3M | -21.7% | -8.9% | -12.8% | -18.3% |
| 6M | +3.5% | +2.3% | +1.2% | +0.5% |
| YTD | +141.9% | +7.6% | +134.4% | +127.7% |
| 1Y | +189.8% | +21.2% | +168.7% | +156.1% |
| 3Y | +855.4% | +108.5% | +746.8% | +531.5% |
| 5Y | +869.2% | +43.2% | +825.9% | +655.0% |
| All | +3,971.9% | +279.4% | +3,692.5% | +2,141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling