+1,581.6%
MU vs RKT
-9.3%
+1,590.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.5% | -0.9% |
| 7D | +21.6% | -7.5% | +29.1% | +22.9% |
| 30D | -16.2% | +26.6% | -42.8% | -19.4% |
| 3M | -12.4% | -2.4% | -9.9% | -12.6% |
| 6M | +4.2% | -7.4% | +11.6% | +4.0% |
| YTD | +180.0% | -29.2% | +209.1% | +187.5% |
| 1Y | +226.4% | -23.5% | +249.9% | +231.7% |
| 3Y | +969.7% | +73.9% | +895.8% | +834.0% |
| 5Y | +957.9% | -6.6% | +964.5% | +832.1% |
| All | +1,581.6% | -9.3% | +1,590.9% | +1,368.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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