+871.5%
MU vs TRU
+57.9%
+813.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -15.2% | +4.6% | -19.8% | -16.0% |
| 30D | -29.5% | +25.4% | -55.0% | -33.2% |
| 3M | -15.8% | +4.0% | -19.7% | -17.1% |
| 6M | -2.9% | +14.5% | -17.3% | -9.5% |
| YTD | +154.2% | -3.7% | +158.0% | +150.1% |
| 1Y | +186.6% | +2.8% | +183.8% | +171.1% |
| 3Y | +871.5% | +58.5% | +813.0% | +674.3% |
| All | +871.5% | +57.9% | +813.6% | +674.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling