+1,315.7%
MU vs RL
+238.1%
+1,077.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.1% | +4.9% |
| 7D | +9.0% | -0.8% | +9.8% | +9.5% |
| 30D | +13.8% | -7.8% | +21.6% | +18.7% |
| 3M | +2.1% | -4.0% | +6.1% | +4.0% |
| 6M | +153.8% | -1.9% | +155.7% | +152.7% |
| YTD | +256.4% | -0.2% | +256.6% | +249.5% |
| 1Y | +719.8% | +10.7% | +709.1% | +654.3% |
| 3Y | +1,360.4% | +210.8% | +1,149.6% | +628.4% |
| All | +1,315.7% | +238.1% | +1,077.6% | +550.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling