+106,206.6%
MU vs ROK
+15,847.2%
+90,359.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.3% |
| 7D | +9.0% | +0.7% | +8.3% | +8.6% |
| 30D | +13.8% | -3.3% | +17.1% | +16.2% |
| 3M | +2.1% | -5.9% | +7.9% | +7.0% |
| 6M | +153.8% | +13.9% | +139.9% | +139.8% |
| YTD | +256.4% | +12.6% | +243.8% | +237.2% |
| 1Y | +719.8% | +28.6% | +691.2% | +621.7% |
| 3Y | +1,360.4% | +45.1% | +1,315.3% | +1,079.7% |
| 5Y | +1,312.4% | +45.6% | +1,266.9% | +1,014.0% |
| 10Y | +6,142.6% | +345.0% | +5,797.5% | +2,500.9% |
| All | +106,206.6% | +15,847.2% | +90,359.4% | +7,743.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling