+83,071.7%
MU vs RF
+1,462.6%
+81,609.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.5% | -8.5% | -7.6% |
| 7D | -19.1% | +2.3% | -21.4% | -19.9% |
| 30D | -25.2% | +7.2% | -32.5% | -27.5% |
| 3M | -10.9% | -8.2% | -2.7% | -8.2% |
| 6M | +38.0% | +7.0% | +31.0% | +32.4% |
| YTD | +178.8% | +10.3% | +168.5% | +163.4% |
| 1Y | +265.1% | +25.1% | +240.1% | +228.0% |
| 3Y | +1,006.2% | +110.3% | +895.9% | +704.5% |
| 5Y | +1,027.5% | +47.1% | +980.4% | +827.1% |
| 10Y | +4,789.9% | +297.9% | +4,492.0% | +2,487.3% |
| All | +83,071.7% | +1,462.6% | +81,609.1% | +11,044.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling