+1,315.7%
MU vs ROK
+46.3%
+1,269.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.2% |
| 7D | +9.0% | +0.7% | +8.3% | +8.5% |
| 30D | +13.8% | -3.3% | +17.1% | +16.7% |
| 3M | +2.1% | -5.9% | +7.9% | +7.9% |
| 6M | +153.8% | +13.9% | +139.9% | +137.7% |
| YTD | +256.4% | +12.6% | +243.8% | +233.8% |
| 1Y | +719.8% | +28.6% | +691.2% | +607.7% |
| 3Y | +1,360.4% | +45.1% | +1,315.3% | +1,022.6% |
| All | +1,315.7% | +46.3% | +1,269.4% | +922.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling