+34,541.0%
MU vs ROP
+29,884.4%
+4,656.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +6.3% |
| 7D | -22.0% | +2.1% | -24.2% | -22.9% |
| 30D | -36.6% | +32.9% | -69.5% | -44.3% |
| 3M | -21.7% | +20.0% | -41.7% | -28.6% |
| 6M | +3.5% | +36.4% | -32.9% | -13.3% |
| YTD | +141.9% | +7.8% | +134.1% | +120.9% |
| 1Y | +189.8% | +8.0% | +181.9% | +164.5% |
| 3Y | +855.4% | -3.5% | +858.9% | +816.2% |
| 5Y | +869.2% | +1.5% | +867.7% | +810.0% |
| 10Y | +4,142.8% | +198.5% | +3,944.4% | +2,504.2% |
| All | +34,541.0% | +29,884.4% | +4,656.6% | +11,608.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling