+153.8%
MU vs ROL
-39.6%
+193.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.6% |
| 7D | +9.0% | -1.4% | +10.4% | +7.3% |
| 30D | +13.8% | -4.1% | +17.9% | +9.1% |
| 3M | +2.1% | -22.5% | +24.6% | -21.0% |
| 6M | +153.8% | -37.7% | +191.5% | +75.5% |
| All | +153.8% | -39.6% | +193.4% | +75.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling