+265.1%
MU vs RL
+34.3%
+230.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.5% | -11.5% | -8.8% |
| 7D | -19.1% | +5.8% | -24.9% | -21.2% |
| 30D | -25.2% | +12.7% | -38.0% | -29.3% |
| 3M | -10.9% | +9.3% | -20.2% | -15.0% |
| 6M | +38.0% | +16.9% | +21.1% | +27.6% |
| YTD | +178.8% | +17.5% | +161.4% | +151.0% |
| 1Y | +265.1% | +34.6% | +230.5% | +179.1% |
| All | +265.1% | +34.3% | +230.8% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling