+1,657.1%
MU vs RVMD
+644.5%
+1,012.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +9.0% | +1.0% | +7.9% | +8.7% |
| 30D | +13.8% | +6.4% | +7.4% | +12.1% |
| 3M | +2.1% | +34.9% | -32.8% | -3.9% |
| 6M | +153.8% | +107.6% | +46.3% | +115.2% |
| YTD | +256.4% | +163.7% | +92.7% | +183.1% |
| 1Y | +719.8% | +439.2% | +280.6% | +457.2% |
| 3Y | +1,360.4% | +499.2% | +861.2% | +826.3% |
| 5Y | +1,312.4% | +621.7% | +690.7% | +687.8% |
| All | +1,657.1% | +644.5% | +1,012.6% | +754.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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