+236.9%
MU vs TRU
+2.0%
+234.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.1% | +11.9% | +11.9% |
| 7D | +2.0% | 0.0% | +2.1% | +2.1% |
| 30D | -18.0% | +24.3% | -42.2% | -9.3% |
| 3M | -6.6% | +2.3% | -8.9% | -4.8% |
| 6M | +2.0% | +17.7% | -15.6% | +11.6% |
| YTD | +184.5% | -3.8% | +188.3% | +206.1% |
| 1Y | +236.9% | -0.3% | +237.2% | +262.4% |
| All | +236.9% | +2.0% | +234.9% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling