+5,975.2%
MU vs ROP
+140.4%
+5,834.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.6% | +9.7% | +8.1% |
| 7D | +9.0% | -4.4% | +13.4% | +11.6% |
| 30D | +13.8% | +3.2% | +10.6% | +11.2% |
| 3M | +2.1% | +23.1% | -21.0% | -13.8% |
| 6M | +153.8% | +13.3% | +140.5% | +122.5% |
| YTD | +256.4% | -7.9% | +264.2% | +257.5% |
| 1Y | +719.8% | -22.1% | +741.8% | +830.0% |
| 3Y | +1,360.4% | -16.8% | +1,377.2% | +1,467.9% |
| 5Y | +1,312.4% | -13.5% | +1,326.0% | +1,351.2% |
| All | +5,975.2% | +140.4% | +5,834.8% | +2,737.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling