+855.4%
MU vs ROL
+3.8%
+851.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.2% | +4.4% |
| 7D | -22.0% | +9.5% | -31.5% | -19.6% |
| 30D | -36.6% | +22.9% | -59.5% | -32.3% |
| 3M | -21.7% | +3.5% | -25.3% | -19.9% |
| 6M | +3.5% | -29.4% | +32.9% | +0.4% |
| YTD | +141.9% | -36.1% | +178.0% | +134.6% |
| 1Y | +189.8% | -34.4% | +224.2% | +180.4% |
| 3Y | +855.4% | +4.0% | +851.4% | +702.3% |
| All | +855.4% | +3.8% | +851.5% | +702.3% |
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