+5,145.3%
MU vs RL
+1,366.2%
+3,779.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.1% | +5.2% |
| 7D | +9.0% | -0.8% | +9.8% | +9.3% |
| 30D | +13.8% | -7.8% | +21.6% | +17.5% |
| 3M | +2.1% | -4.0% | +6.1% | +3.6% |
| 6M | +153.8% | -1.9% | +155.7% | +153.8% |
| YTD | +256.4% | -0.2% | +256.6% | +252.7% |
| 1Y | +719.8% | +10.7% | +709.1% | +675.5% |
| 3Y | +1,360.4% | +210.8% | +1,149.6% | +773.3% |
| 5Y | +1,312.4% | +238.2% | +1,074.2% | +701.0% |
| 10Y | +6,142.6% | +313.4% | +5,829.2% | +2,841.4% |
| All | +5,145.3% | +1,366.2% | +3,779.2% | +1,302.8% |
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 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