+1,371.2%
MU vs ROK
+48.5%
+1,322.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.1% |
| 7D | +9.0% | +0.7% | +8.3% | +8.4% |
| 30D | +13.8% | -3.3% | +17.1% | +16.9% |
| 3M | +2.1% | -5.9% | +7.9% | +8.4% |
| 6M | +153.8% | +13.9% | +139.9% | +136.9% |
| YTD | +256.4% | +12.6% | +243.8% | +232.2% |
| 1Y | +719.8% | +28.6% | +691.2% | +601.1% |
| All | +1,371.2% | +48.5% | +1,322.8% | +936.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling