+1,346.4%
MU vs RRX
+16.5%
+1,329.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +4.2% |
| 7D | +7.5% | -0.7% | +8.2% | +7.9% |
| 30D | +19.4% | -8.0% | +27.3% | +25.2% |
| 3M | +9.8% | -25.1% | +34.9% | +30.6% |
| 6M | +164.1% | -18.3% | +182.4% | +199.7% |
| YTD | +260.3% | +14.2% | +246.2% | +236.7% |
| 1Y | +661.2% | +13.0% | +648.1% | +613.3% |
| 3Y | +1,380.8% | +4.2% | +1,376.6% | +1,288.9% |
| 5Y | +1,346.4% | +17.9% | +1,328.5% | +1,223.6% |
| All | +1,346.4% | +16.5% | +1,329.8% | +1,223.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling