+866.9%
MU vs ROIV
+270.3%
+596.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.2% | -1.1% | +4.0% |
| 7D | -22.0% | +5.3% | -27.3% | -22.7% |
| 30D | -36.6% | +11.9% | -48.5% | -37.8% |
| 3M | -21.7% | +10.7% | -32.4% | -23.5% |
| 6M | +3.5% | +34.9% | -31.4% | -2.1% |
| YTD | +141.9% | +79.2% | +62.8% | +117.3% |
| 1Y | +189.8% | +89.0% | +100.8% | +157.3% |
| 3Y | +855.4% | +337.3% | +518.0% | +642.0% |
| 5Y | +869.2% | +402.3% | +466.8% | +554.0% |
| All | +866.9% | +270.3% | +596.7% | +612.4% |
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