+106,206.6%
MU vs RVTY
+2,416.7%
+103,790.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +9.0% | +1.1% | +7.9% | +8.4% |
| 30D | +13.8% | +13.2% | +0.6% | +7.5% |
| 3M | +2.1% | +27.2% | -25.2% | -8.6% |
| 6M | +153.8% | +32.4% | +121.4% | +121.3% |
| YTD | +256.4% | +34.9% | +221.5% | +205.3% |
| 1Y | +719.8% | +52.4% | +667.4% | +563.1% |
| 3Y | +1,360.4% | +12.3% | +1,348.1% | +1,206.9% |
| 5Y | +1,312.4% | -30.8% | +1,343.2% | +1,454.3% |
| 10Y | +6,142.6% | +150.7% | +5,991.9% | +3,785.6% |
| All | +106,206.6% | +2,416.7% | +103,790.0% | +23,110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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