+911.7%
MU vs RL
+245.5%
+666.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -15.2% | +1.3% | -16.5% | -15.5% |
| 30D | -29.5% | +7.6% | -37.2% | -32.4% |
| 3M | -15.8% | -1.5% | -14.3% | -15.3% |
| 6M | -2.9% | +12.1% | -14.9% | -10.8% |
| YTD | +154.2% | +13.9% | +140.3% | +129.7% |
| 1Y | +186.6% | +20.7% | +165.9% | +149.0% |
| 3Y | +871.5% | +260.6% | +610.9% | +327.5% |
| 5Y | +911.7% | +248.9% | +662.8% | +328.1% |
| All | +911.7% | +245.5% | +666.2% | +328.1% |
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 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