+265.1%
MU vs RUN
-53.7%
+318.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.3% | -8.3% | -7.3% |
| 7D | -19.1% | +18.5% | -37.6% | -22.6% |
| 30D | -25.2% | +15.5% | -40.8% | -28.3% |
| 3M | -10.9% | -20.3% | +9.4% | -6.2% |
| 6M | +38.0% | -30.8% | +68.8% | +51.2% |
| YTD | +178.8% | -52.2% | +231.1% | +205.3% |
| 1Y | +265.1% | -53.9% | +319.0% | +297.7% |
| All | +265.1% | -53.7% | +318.9% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling