+808.8%
MU vs RF
+105.6%
+703.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.1% | -15.3% | -16.4% |
| 7D | -29.7% | -1.6% | -28.1% | -29.1% |
| 30D | -37.2% | +5.0% | -42.2% | -38.7% |
| 3M | -26.5% | -10.0% | -16.5% | -22.8% |
| 6M | +2.6% | +3.3% | -0.8% | -1.3% |
| YTD | +130.1% | +7.9% | +122.2% | +113.6% |
| 1Y | +176.7% | +21.2% | +155.4% | +138.4% |
| All | +808.8% | +105.6% | +703.3% | +519.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling