+3,971.9%
MU vs RL
+356.1%
+3,615.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.8% |
| 7D | -22.0% | -4.2% | -17.9% | -20.2% |
| 30D | -36.6% | +4.3% | -40.8% | -37.8% |
| 3M | -21.7% | -4.6% | -17.1% | -20.3% |
| 6M | +3.5% | +1.7% | +1.8% | +1.6% |
| YTD | +141.9% | +7.3% | +134.6% | +130.4% |
| 1Y | +189.8% | +20.8% | +169.0% | +160.5% |
| 3Y | +855.4% | +247.0% | +608.4% | +427.3% |
| 5Y | +869.2% | +225.5% | +643.7% | +438.7% |
| All | +3,971.9% | +356.1% | +3,615.9% | +1,974.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling