+4,609.2%
MU vs ROL
+214.5%
+4,394.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.9% |
| 7D | +2.0% | +0.8% | +1.3% | +1.8% |
| 30D | -18.0% | +20.6% | -38.5% | -22.2% |
| 3M | -6.6% | +4.5% | -11.1% | -8.2% |
| 6M | +2.0% | -26.5% | +28.6% | +10.0% |
| YTD | +184.5% | -34.8% | +219.3% | +217.6% |
| 1Y | +236.9% | -33.2% | +270.0% | +271.9% |
| 3Y | +987.0% | +4.5% | +982.5% | +865.8% |
| 5Y | +1,014.6% | +15.5% | +999.1% | +805.2% |
| 10Y | +4,609.2% | +217.2% | +4,392.0% | +1,815.6% |
| All | +4,609.2% | +214.5% | +4,394.7% | +1,815.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling