+76,578.9%
MU vs ROK
+14,213.2%
+62,365.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +4.2% |
| 7D | -12.0% | -11.5% | -0.5% | -4.9% |
| 30D | -28.7% | -10.0% | -18.7% | -23.6% |
| 3M | -16.4% | -11.4% | -5.0% | -9.6% |
| 6M | -1.8% | -13.7% | +11.9% | +9.2% |
| YTD | +157.1% | +1.0% | +156.0% | +160.9% |
| 1Y | +208.5% | +5.6% | +202.9% | +206.1% |
| 3Y | +906.2% | +59.1% | +847.1% | +682.3% |
| 5Y | +893.4% | +26.1% | +867.3% | +760.2% |
| 10Y | +4,271.9% | +266.4% | +4,005.4% | +1,954.1% |
| All | +76,578.9% | +14,213.2% | +62,365.7% | +5,970.0% |
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