+1,315.7%
MU vs RUN
-80.5%
+1,396.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +9.0% | +1.3% | +7.7% | +8.8% |
| 30D | +13.8% | -15.3% | +29.1% | +16.2% |
| 3M | +2.1% | -40.0% | +42.1% | +9.4% |
| 6M | +153.8% | -27.0% | +180.8% | +164.7% |
| YTD | +256.4% | -51.7% | +308.1% | +283.9% |
| 1Y | +719.8% | -45.9% | +765.6% | +765.9% |
| 3Y | +1,360.4% | -43.8% | +1,404.1% | +1,227.9% |
| All | +1,315.7% | -80.5% | +1,396.1% | +1,331.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling