+5,413.0%
MU vs RUN
-31.9%
+5,444.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +9.0% | +1.3% | +7.7% | +8.7% |
| 30D | +13.8% | -15.3% | +29.1% | +16.7% |
| 3M | +2.1% | -40.0% | +42.1% | +10.9% |
| 6M | +153.8% | -27.0% | +180.8% | +166.5% |
| YTD | +256.4% | -51.7% | +308.1% | +290.1% |
| 1Y | +719.8% | -45.9% | +765.6% | +774.4% |
| 3Y | +1,360.4% | -43.8% | +1,404.1% | +1,183.0% |
| 5Y | +1,312.4% | -80.5% | +1,392.9% | +1,276.3% |
| 10Y | +6,142.6% | +45.3% | +6,097.3% | +3,713.1% |
| All | +5,413.0% | -31.9% | +5,444.9% | +3,374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling