+4,271.9%
MU vs ROL
+222.1%
+4,049.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +5.7% |
| 7D | -12.0% | +7.5% | -19.6% | -13.7% |
| 30D | -28.7% | +21.1% | -49.9% | -32.5% |
| 3M | -16.4% | +3.1% | -19.6% | -17.6% |
| 6M | -1.8% | -27.4% | +25.6% | +6.3% |
| YTD | +157.1% | -34.7% | +191.8% | +186.8% |
| 1Y | +208.5% | -32.9% | +241.4% | +240.2% |
| 3Y | +906.2% | +6.1% | +900.0% | +788.2% |
| 5Y | +893.4% | +16.3% | +877.1% | +704.3% |
| 10Y | +4,271.9% | +214.9% | +4,057.0% | +1,798.2% |
| All | +4,271.9% | +222.1% | +4,049.8% | +1,798.2% |
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