+4,271.9%
MU vs ROK
+277.6%
+3,994.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +3.7% |
| 7D | -12.0% | -11.5% | -0.5% | -3.2% |
| 30D | -28.7% | -10.0% | -18.7% | -22.5% |
| 3M | -16.4% | -11.4% | -5.0% | -8.1% |
| 6M | -1.8% | -13.7% | +11.9% | +11.5% |
| YTD | +157.1% | +1.0% | +156.0% | +161.4% |
| 1Y | +208.5% | +5.6% | +202.9% | +205.3% |
| 3Y | +906.2% | +59.1% | +847.1% | +638.5% |
| 5Y | +893.4% | +26.1% | +867.3% | +723.7% |
| 10Y | +4,271.9% | +266.4% | +4,005.4% | +1,870.1% |
| All | +4,271.9% | +277.6% | +3,994.2% | +1,870.1% |
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