+6,028.8%
MU vs RF
+343.3%
+5,685.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.2% | +6.1% |
| 7D | +9.0% | +1.3% | +7.7% | +8.2% |
| 30D | +13.8% | -3.6% | +17.4% | +15.8% |
| 3M | +2.1% | +8.1% | -6.0% | -2.8% |
| 6M | +153.8% | +11.5% | +142.3% | +136.5% |
| YTD | +256.4% | +15.6% | +240.8% | +224.3% |
| 1Y | +719.8% | +15.7% | +704.1% | +642.9% |
| 3Y | +1,360.4% | +86.9% | +1,273.5% | +915.3% |
| 5Y | +1,312.4% | +89.8% | +1,222.6% | +852.0% |
| All | +6,028.8% | +343.3% | +5,685.5% | +2,663.6% |
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