+4,167.7%
MU vs RNG
+324.9%
+3,842.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.0% |
| 7D | -12.0% | -6.2% | -5.8% | -10.5% |
| 30D | -28.7% | -8.0% | -20.7% | -27.0% |
| 3M | -16.4% | +15.7% | -32.1% | -19.6% |
| 6M | -1.8% | +60.3% | -62.1% | -16.3% |
| YTD | +157.1% | +153.8% | +3.3% | +84.9% |
| 1Y | +208.5% | +172.2% | +36.3% | +117.5% |
| 3Y | +906.2% | +174.8% | +731.3% | +570.6% |
| 5Y | +893.4% | -68.6% | +962.0% | +1,032.2% |
| 10Y | +4,271.9% | +248.2% | +4,023.7% | +1,772.9% |
| All | +4,167.7% | +324.9% | +3,842.8% | +1,578.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling