+1,362.4%
MU vs ROL
-4.8%
+1,367.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.2% |
| 7D | +9.0% | -1.4% | +10.4% | +8.6% |
| 30D | +13.8% | -4.1% | +17.9% | +12.9% |
| 3M | +2.1% | -22.5% | +24.6% | -2.2% |
| 6M | +153.8% | -37.7% | +191.5% | +142.2% |
| YTD | +256.4% | -39.6% | +296.0% | +240.2% |
| 1Y | +719.8% | -36.0% | +755.8% | +678.3% |
| All | +1,362.4% | -4.8% | +1,367.2% | +1,204.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling