+75,738.0%
MU vs ROL
+9,732.8%
+66,005.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -15.2% | +3.4% | -18.6% | -16.7% |
| 30D | -29.5% | +20.8% | -50.3% | -36.1% |
| 3M | -15.8% | +3.7% | -19.5% | -18.6% |
| 6M | -2.9% | -27.7% | +24.8% | +8.5% |
| YTD | +154.2% | -34.9% | +189.2% | +195.9% |
| 1Y | +186.6% | -33.3% | +219.9% | +228.8% |
| 3Y | +871.5% | +4.3% | +867.2% | +759.7% |
| 5Y | +911.7% | +15.0% | +896.7% | +719.0% |
| 10Y | +4,277.4% | +214.7% | +4,062.7% | +1,882.2% |
| All | +75,738.0% | +9,732.8% | +66,005.1% | +7,939.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling