+662.1%
MU vs ROK
+26.1%
+636.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.4% |
| 7D | +7.2% | +2.8% | +4.4% | +4.1% |
| 30D | +14.0% | -2.4% | +16.4% | +17.1% |
| 3M | +5.4% | -4.7% | +10.1% | +12.1% |
| 6M | +170.3% | +16.8% | +153.5% | +144.2% |
| YTD | +250.7% | +11.4% | +239.3% | +215.3% |
| 1Y | +662.1% | +26.2% | +635.9% | +497.3% |
| All | +662.1% | +26.1% | +636.0% | +497.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling