+938.2%
MU vs ROL
+15.7%
+922.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.4% |
| 7D | +12.8% | +3.0% | +9.8% | +13.0% |
| 30D | -14.9% | +19.8% | -34.6% | -14.2% |
| 3M | -18.0% | +7.9% | -25.9% | -17.4% |
| 6M | -3.1% | -25.6% | +22.5% | -0.8% |
| YTD | +172.9% | -34.1% | +207.0% | +183.6% |
| 1Y | +228.8% | -31.4% | +260.2% | +238.8% |
| 3Y | +950.8% | +4.7% | +946.2% | +862.9% |
| All | +938.2% | +15.7% | +922.6% | +743.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling