+978.0%
MU vs ROP
-5.5%
+983.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +21.6% | -2.7% | +24.3% | +21.1% |
| 30D | -16.2% | +29.7% | -45.9% | -13.0% |
| 3M | -12.4% | +21.2% | -33.6% | -9.6% |
| 6M | +4.2% | +48.3% | -44.1% | +4.0% |
| YTD | +180.0% | +8.4% | +171.6% | +222.7% |
| 1Y | +226.4% | +6.0% | +220.4% | +282.0% |
| All | +978.0% | -5.5% | +983.5% | +1,276.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling