+189.8%
MU vs ROP
+7.0%
+182.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +5.4% |
| 7D | -12.0% | -1.6% | -10.4% | -12.9% |
| 30D | -28.7% | +29.5% | -58.3% | -10.4% |
| 3M | -16.4% | +17.5% | -34.0% | -3.0% |
| 6M | -1.8% | +38.1% | -39.9% | +32.9% |
| YTD | +157.1% | +7.0% | +150.1% | +243.4% |
| All | +189.8% | +7.0% | +182.8% | +289.7% |
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