+911.7%
MU vs ROIV
+403.5%
+508.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -15.2% | +14.3% | -29.5% | -17.2% |
| 30D | -29.5% | +16.2% | -45.7% | -31.4% |
| 3M | -15.8% | +15.1% | -30.9% | -18.4% |
| 6M | -2.9% | +44.2% | -47.1% | -9.7% |
| YTD | +154.2% | +89.8% | +64.4% | +124.4% |
| 1Y | +186.6% | +94.6% | +92.0% | +151.1% |
| 3Y | +871.5% | +367.5% | +503.9% | +633.2% |
| 5Y | +911.7% | +421.4% | +490.3% | +545.5% |
| All | +911.7% | +403.5% | +508.1% | +545.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling