+855.4%
MU vs RUN
-8.7%
+864.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +5.0% |
| 7D | -22.0% | +33.4% | -55.4% | -25.0% |
| 30D | -36.6% | +31.1% | -67.7% | -39.0% |
| 3M | -21.7% | +6.4% | -28.1% | -22.9% |
| 6M | +3.5% | -22.2% | +25.8% | +6.0% |
| YTD | +141.9% | -45.8% | +187.7% | +151.9% |
| 1Y | +189.8% | -51.1% | +241.0% | +203.9% |
| 3Y | +855.4% | -3.0% | +858.4% | +759.6% |
| All | +855.4% | -8.7% | +864.1% | +759.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling