+4,407.5%
MU vs RRX
+200.5%
+4,207.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.1% |
| 7D | +12.8% | +4.3% | +8.5% | +10.0% |
| 30D | -14.9% | +12.3% | -27.2% | -20.4% |
| 3M | -18.0% | +3.7% | -21.7% | -19.8% |
| 6M | -3.1% | -13.9% | +10.8% | +7.8% |
| YTD | +172.9% | +26.5% | +146.4% | +135.8% |
| 1Y | +228.8% | +29.3% | +199.5% | +180.3% |
| 3Y | +950.8% | +65.6% | +885.3% | +632.1% |
| 5Y | +931.3% | +10.6% | +920.6% | +777.5% |
| All | +4,407.5% | +200.5% | +4,207.1% | +1,778.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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