+1,315.7%
MU vs RF
+89.8%
+1,225.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 6M | +153.8% | +11.5% | +142.3% | +136.3% |
| YTD | +256.4% | +15.6% | +240.8% | +223.5% |
| 1Y | +719.8% | +15.7% | +704.1% | +641.1% |
| 3Y | +1,360.4% | +86.9% | +1,273.5% | +914.9% |
| All | +1,315.7% | +89.8% | +1,225.9% | +880.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling