+893.4%
MU vs RNG
-68.7%
+962.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.1% |
| 7D | -12.0% | -6.2% | -5.8% | -10.9% |
| 30D | -28.7% | -8.0% | -20.7% | -27.4% |
| 3M | -16.4% | +15.7% | -32.1% | -18.7% |
| 6M | -1.8% | +60.3% | -62.1% | -12.4% |
| YTD | +157.1% | +153.8% | +3.3% | +98.8% |
| 1Y | +208.5% | +172.2% | +36.3% | +134.3% |
| 3Y | +906.2% | +174.8% | +731.3% | +628.7% |
| 5Y | +893.4% | -68.6% | +962.0% | +903.7% |
| All | +893.4% | -68.7% | +962.1% | +903.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling