+3,971.9%
MU vs RRC
+59.4%
+3,912.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +5.7% |
| 7D | -22.0% | -10.8% | -11.2% | -20.2% |
| 30D | -36.6% | +22.3% | -58.9% | -39.1% |
| 3M | -21.7% | +26.6% | -48.3% | -25.6% |
| 6M | +3.5% | +18.9% | -15.4% | -1.0% |
| YTD | +141.9% | +39.2% | +102.7% | +122.8% |
| 1Y | +189.8% | +34.0% | +155.9% | +168.4% |
| 3Y | +855.4% | +42.0% | +813.4% | +776.0% |
| 5Y | +869.2% | +111.9% | +757.3% | +695.3% |
| All | +3,971.9% | +59.4% | +3,912.6% | +2,358.1% |
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