+4,407.5%
MU vs RL
+337.1%
+4,070.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.0% |
| 7D | +12.8% | +2.6% | +10.2% | +11.4% |
| 30D | -14.9% | +2.9% | -17.8% | -15.9% |
| 3M | -18.0% | 0.0% | -18.0% | -18.3% |
| 6M | -3.1% | +17.1% | -20.2% | -11.1% |
| YTD | +172.9% | +10.1% | +162.8% | +156.6% |
| 1Y | +228.8% | +17.3% | +211.5% | +199.4% |
| 3Y | +950.8% | +249.3% | +701.5% | +476.1% |
| 5Y | +931.3% | +240.9% | +690.4% | +459.8% |
| All | +4,407.5% | +337.1% | +4,070.5% | +2,339.8% |
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