+661.2%
MU vs RNG
+116.0%
+545.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +2.7% |
| 7D | +7.5% | -4.1% | +11.5% | +7.1% |
| 30D | +19.4% | +8.6% | +10.7% | +20.4% |
| 3M | +9.8% | +78.0% | -68.1% | +15.8% |
| 6M | +164.1% | +67.0% | +97.1% | +179.8% |
| YTD | +260.3% | +142.4% | +117.9% | +274.2% |
| 1Y | +661.2% | +120.4% | +540.7% | +705.9% |
| All | +661.2% | +116.0% | +545.2% | +705.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling