+3,287.3%
MU vs RL
+1,498.4%
+1,789.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -7.3% | -10.1% | -14.2% |
| 7D | -29.7% | -4.7% | -25.1% | -28.0% |
| 30D | -37.2% | +3.6% | -40.8% | -38.1% |
| 3M | -26.5% | +0.5% | -27.0% | -27.0% |
| 6M | +2.6% | +6.6% | -4.0% | -1.2% |
| YTD | +130.1% | +8.8% | +121.3% | +119.0% |
| 1Y | +176.7% | +21.8% | +154.9% | +150.3% |
| 3Y | +813.1% | +245.8% | +567.3% | +421.4% |
| 5Y | +822.0% | +230.0% | +592.0% | +430.1% |
| 10Y | +3,936.2% | +369.4% | +3,566.7% | +1,698.9% |
| All | +3,287.3% | +1,498.4% | +1,789.0% | +771.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling