+3.5%
MU vs ROP
+34.9%
-31.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +1.6% |
| 7D | -22.0% | +2.1% | -24.2% | -19.4% |
| 30D | -36.6% | +32.9% | -69.5% | -8.1% |
| 3M | -21.7% | +20.0% | -41.7% | -1.6% |
| 6M | +3.5% | +36.4% | -32.9% | +68.6% |
| All | +3.5% | +34.9% | -31.3% | +68.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling