+719.8%
MU vs ROP
-21.5%
+741.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.6% | +9.7% | +3.2% |
| 7D | +9.0% | -4.4% | +13.4% | +5.2% |
| 30D | +13.8% | +3.2% | +10.6% | +17.3% |
| 3M | +2.1% | +23.1% | -21.0% | +19.3% |
| 6M | +153.8% | +13.3% | +140.5% | +192.7% |
| YTD | +256.4% | -7.9% | +264.2% | +310.4% |
| 1Y | +719.8% | -22.1% | +741.8% | +871.7% |
| All | +719.8% | -21.5% | +741.2% | +871.7% |
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