+995.4%
MU vs RRC
+60.0%
+935.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.3% | +10.6% | +11.5% |
| 7D | +2.0% | -0.5% | +2.5% | +2.3% |
| 30D | -18.0% | +25.2% | -43.2% | -23.7% |
| 3M | -6.6% | +27.8% | -34.4% | -14.1% |
| 6M | +2.0% | +27.2% | -25.2% | -7.1% |
| YTD | +184.5% | +48.2% | +136.3% | +133.6% |
| 1Y | +236.9% | +34.7% | +202.2% | +190.5% |
| All | +995.4% | +60.0% | +935.3% | +771.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling