+822.0%
MU vs RY
+124.6%
+697.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.9% | -14.6% | -15.0% |
| 7D | -29.7% | -1.1% | -28.6% | -28.9% |
| 30D | -37.2% | +4.4% | -41.6% | -39.4% |
| 3M | -26.5% | -2.9% | -23.6% | -24.5% |
| 6M | +2.6% | +15.6% | -13.0% | -9.4% |
| YTD | +130.1% | +21.8% | +108.3% | +93.6% |
| 1Y | +176.7% | +42.6% | +134.1% | +103.4% |
| 3Y | +813.1% | +160.9% | +652.2% | +303.0% |
| 5Y | +822.0% | +126.1% | +695.9% | +370.7% |
| All | +822.0% | +124.6% | +697.3% | +370.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling