+927.4%
MU vs ROIV
+287.3%
+640.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.6% | +1.6% | +5.4% |
| 7D | -12.0% | +13.3% | -25.4% | -13.9% |
| 30D | -28.7% | +14.8% | -43.5% | -30.4% |
| 3M | -16.4% | +11.9% | -28.4% | -18.5% |
| 6M | -1.8% | +42.4% | -44.2% | -8.1% |
| YTD | +157.1% | +87.4% | +69.6% | +129.1% |
| 1Y | +208.5% | +97.2% | +111.3% | +171.9% |
| 3Y | +906.2% | +375.7% | +530.5% | +672.2% |
| 5Y | +893.4% | +379.0% | +514.4% | +568.8% |
| All | +927.4% | +287.3% | +640.1% | +651.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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