+4,407.5%
MU vs RY
+351.1%
+4,056.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.4% |
| 7D | +12.8% | +0.6% | +12.2% | +12.4% |
| 30D | -14.9% | +5.0% | -19.9% | -18.3% |
| 3M | -18.0% | -5.3% | -12.7% | -14.1% |
| 6M | -3.1% | +13.8% | -17.0% | -13.6% |
| YTD | +172.9% | +21.0% | +151.9% | +130.1% |
| 1Y | +228.8% | +40.5% | +188.3% | +143.1% |
| 3Y | +950.8% | +159.7% | +791.2% | +352.4% |
| 5Y | +931.3% | +124.3% | +806.9% | +403.5% |
| All | +4,407.5% | +351.1% | +4,056.4% | +1,401.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling