+265.1%
MU vs ROP
+10.4%
+254.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.9% | -10.9% | -3.6% |
| 7D | -19.1% | +11.7% | -30.8% | -10.6% |
| 30D | -25.2% | +35.5% | -60.7% | -2.2% |
| 3M | -10.9% | +25.6% | -36.5% | +9.6% |
| 6M | +38.0% | +39.3% | -1.3% | +91.9% |
| YTD | +178.8% | +11.6% | +167.2% | +285.7% |
| 1Y | +265.1% | +10.6% | +254.5% | +407.6% |
| All | +265.1% | +10.4% | +254.7% | +407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling