+4,271.9%
MU vs ROP
+189.6%
+4,082.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.8% |
| 7D | -12.0% | -1.6% | -10.4% | -11.6% |
| 30D | -28.7% | +29.5% | -58.3% | -38.8% |
| 3M | -16.4% | +17.5% | -34.0% | -25.0% |
| 6M | -1.8% | +38.1% | -39.9% | -23.5% |
| YTD | +157.1% | +7.0% | +150.1% | +134.4% |
| 1Y | +208.5% | +6.5% | +202.0% | +182.1% |
| 3Y | +906.2% | -5.5% | +911.6% | +900.3% |
| 5Y | +893.4% | -0.4% | +893.8% | +835.8% |
| 10Y | +4,271.9% | +183.6% | +4,088.3% | +1,763.9% |
| All | +4,271.9% | +189.6% | +4,082.2% | +1,763.9% |
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