+5,778.3%
MU vs ROK
+342.8%
+5,435.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.8% |
| 7D | +7.2% | +2.8% | +4.4% | +5.2% |
| 30D | +14.0% | -2.4% | +16.4% | +16.0% |
| 3M | +5.4% | -4.7% | +10.1% | +10.1% |
| 6M | +170.3% | +16.8% | +153.5% | +148.3% |
| YTD | +250.7% | +11.4% | +239.3% | +230.3% |
| 1Y | +662.1% | +26.2% | +635.9% | +563.3% |
| 3Y | +1,341.2% | +51.9% | +1,289.4% | +975.8% |
| 5Y | +1,319.3% | +46.4% | +1,273.0% | +949.8% |
| 10Y | +5,778.3% | +343.5% | +5,434.8% | +2,142.6% |
| All | +5,778.3% | +342.8% | +5,435.5% | +2,142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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