+5,816.6%
MU vs RNG
+327.7%
+5,488.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.9% | +10.0% | +7.1% |
| 7D | +9.0% | +5.8% | +3.2% | +7.3% |
| 30D | +13.8% | +19.6% | -5.8% | +8.5% |
| 3M | +2.1% | +67.0% | -64.9% | -13.3% |
| 6M | +153.8% | +88.4% | +65.4% | +104.5% |
| YTD | +256.4% | +155.5% | +100.9% | +155.7% |
| 1Y | +719.8% | +141.7% | +578.1% | +495.6% |
| 3Y | +1,360.4% | +131.1% | +1,229.3% | +917.2% |
| 5Y | +1,312.4% | -70.6% | +1,383.0% | +1,533.9% |
| 10Y | +6,142.6% | +228.2% | +5,914.4% | +2,620.7% |
| All | +5,816.6% | +327.7% | +5,488.9% | +2,221.2% |
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