+4,407.5%
MU vs RRC
+73.1%
+4,334.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +12.8% | +6.4% | +6.4% | +11.5% |
| 30D | -14.9% | +23.9% | -38.7% | -18.4% |
| 3M | -18.0% | +30.2% | -48.2% | -22.4% |
| 6M | -3.1% | +26.3% | -29.4% | -8.4% |
| YTD | +172.9% | +48.1% | +124.8% | +148.2% |
| 1Y | +228.8% | +37.7% | +191.2% | +203.1% |
| 3Y | +950.8% | +60.3% | +890.6% | +842.0% |
| 5Y | +931.3% | +135.3% | +796.0% | +729.3% |
| All | +4,407.5% | +73.1% | +4,334.4% | +2,563.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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