+4,609.2%
MU vs RNG
+248.5%
+4,360.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.5% | +11.3% |
| 7D | +2.0% | -3.5% | +5.5% | +3.1% |
| 30D | -18.0% | -3.8% | -14.2% | -16.9% |
| 3M | -6.6% | +18.6% | -25.1% | -10.3% |
| 6M | +2.0% | +69.2% | -67.2% | -13.0% |
| YTD | +184.5% | +161.9% | +22.6% | +107.4% |
| 1Y | +236.9% | +176.2% | +60.6% | +142.0% |
| 3Y | +987.0% | +174.5% | +812.4% | +643.2% |
| 5Y | +1,014.6% | -71.9% | +1,086.6% | +1,238.2% |
| 10Y | +4,609.2% | +235.4% | +4,373.8% | +2,074.3% |
| All | +4,609.2% | +248.5% | +4,360.7% | +2,074.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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